The person who leaves you alone kindly has understood a need that attention could not meet.

Not every difficulty is improved by company. There are days when being asked how you are is one more thing to handle, and the kindest act available is a closed door and no follow-up questions. Doing that well is harder than it looks, because it gives the helper nothing to do and no way to demonstrate that they care.

Notice who gives you room without withdrawing, and let them know it helped. When someone else clearly needs space, offer it in a way that does not read as offence. Say you are around, then leave them be.