Sure, if we know them, and know them sufficiently well to ask such a question. But what of the millions upon millions whom we don't know, as well as those we know but not well enough? If we want to help people in Sudan, or North Korea, or Kosovo, or even here in the U.S., even in the next town, even the burned-out family on the next block whom we have never met, we cannot ask the individuals what they are feeling. We can only look at their circumstances and use our intellect and our own experience to tell us what will probably help them.

(Even when we ask, we face the problem of not knowing whether what you mean when you say "I feel sad" = what I mean when I say "I feel sad," but that's probably a different philosophical discussion.)