How and why should you try to bear one another's burdens?

Romans (i think) talks about bearing one another's burdens. Paul (the one who wrote Romans) talks about this in the sense of having mutual feelings upon other, so if they are sad, you will have compassion (sympathy) based upon their sadness since we are one body in Christ and as one body, each body part condoles for the other. Furthermore, if you can help someone and you do not, it is a sin because sins are not only based upon what you do but also on what you do not do.

So in short, you should help them in being there for them and you should help them because the body of Christ, in order to work properly, should be in sink together.