I can believe this quite easily. My cat Onyx always comes and wants to climb into my lap and put her head under my hand when I am feeling unhappy. A few years ago when I broke my ankle, she was especially attentive.

She does the same thing with John when he is not happy too. He is not a cat person, but she has won him over because she is so obviously affectionate at those times. It's like she instinctively knows that stroking a cat is a calming soothing activity.