I’m not a monk, so I can’t be sure if I really understand what its like to be one, but I think I have an idea. No one and nothing can make you sad. Our basic Buddha nature is happy, compassionate and serene. Disturbing emotions like sadness are a result of obscurations between our basic Buddha natures and what we think of as our selves. They say that are 84,000 different delusions which interfere with our ability to experience our Buddha natures. Through a lot of practice, most monks have cut through a lot of those delusions and are closer to their Buddha natures, and more capable than the rest of us of feeling pure compassion, without the resulting sadness. Most monks probably do feel sad when they work with people who are suffering, but they can focus on just practicing loving kindness, without getting caught up in their own internal dialogue about sad situations.