The friend who lets you change the subject has noticed a limit without making you defend it.

There are things you are not ready to talk about, and most of the time you cannot say so directly, because explaining why would mean going into the thing itself. Steering away is the only tool available. A friend who follows you into the new subject without a pause, without one more gentle question, has understood something and chosen not to name it.

Practice letting a turn go by. When someone moves the conversation, move with them, and let the door stay closed. You can say later, quietly, that you are around if they ever want to talk. That sentence does more than any question asked in the moment.