People in that situations often want friends. I know that from talking to a few people in that situation. If you do not do that you risk making that person feel rejected and even worse as they can't reach out to those around them. You don't have to be that person's constant therapist and you can set guidelines, but please consider it maybe talk to him every now and then. You can make a world of difference. Sometimes it can feel hard being friends with someone who has so much baggage, but it doesn't have to be like that 100% of the time, you can try talking about other things, see what you two have in common. You might be able to persuade him into getting help, if he knows it can work for you then why not him.