Oh yes, I avoided that one many times. Of course, I was assuming that I knew what was wrong by not asking!
In the end, I would ask if everything was ok, if I got a "yes" with a sigh and all that business, I would leave it at that. If he wanted to play games, he would have to find someone else to play. If I got the usual long list of woes, I would ask what he was going to do about it. Used to annoy him, but I wasn't going to solve his problems for him. I was quite happy to listen, but not to the same stuff over and over again. Sometimes people just want the attention, like you say, but don't know how to get it in contructive ways. If I give into the unhealthy attention seeking, then there is no incentive for them to find healthier ways of meeting their needs.