You always have an option to not dig into their problems, that stops the quest before it begins :)
Although some optional events of your other characters might end up not happening as there might not be another character to fill that role. But it's a pretty flexible system so there's always a second option for an event to trigger. For example, if bullied girl needs an assertive, sassy character for a cut scene, either lady fatale or ms prodigy could fill that role in that cutscene.