If it was me, I'd just ask them gently if there is something wrong and show interest in their problem, and if they say no, I'd say something respectful to their wishes but still indicating interest in the matter, like "Ok then, but my ears are open to your troubles anytime". I'd listen carefully to what they say and perhaps ask some small questions here and there, without trying to judge them.

In all seriousness, can't you find a right time to talk to them and ask what's wrong? They might end up telling you the whole story if there is one and letting their feelings out which could make them feel better, (if they haven't already helped each other seeing as the way you make them sound, they're always together and sharing the same feelings) then you can add some jokes if you're good at making people laugh, but otherwise I don't know. Sadness is just a phase they can get over, this can just be a good opportunity for you to bond with them.