This post is so important and I was so impressed with your student and his question:

"Teacher, why do we have physical education but there isn't emotional education?"

He is right. Being emotionally healthy is as important as being physically healthy. I admire how brave he was to talk to you and to his parents, seeking for help and admitting that he's not doing very well. I also admire his parent's position when they supported him, instead of putting labels or saying there's no reason to feel like that (which other parents would do). Mental education is so important and there's a lot of children out there that go through difficult times, but don't feel comfortable enough to talk to their parents or seek help. I feel like there should be more of teaching how to have emotions and be sensitive, when raising a child. This is an incredible post!!!