Why is my character feeling sad?
Solution 1:
They're not sad, they're thinking. They've always done this when opening the menu to my recollection. Have someone take a picture of you when you're in deep thought and you'll probably be frowning too. It's just a natural human thing to do that's included as a bit of realism/personality for the character.
There's no way to stop it, it's just their animation.