Again, as I keep having to say, you have to make adjustments for media induced restraints, in this case, yes there grilling AJ went a bit hard a bit quick, but it HAD to due to media restrictions, in this case as in so many others, time. I'm sure if there was time to show it the Mane 6 would have started slower and took more time to try and talk it out before setting into some of the stuff they did.
Secondly, even then they were concerned, if one of your best friends suddenly moved away, completely changed, and you could tell there was something wrong they needed help with, wouldn't you do everything you could to find out what was wrong so you could help them? Sometimes to be a friend you need to help other friends even when they don't want it, same theory as behind an intervention, sometimes you just have to resort to
Tough Love. Especially if said friend has a habit of keeping there problems to themselves until they grow much much bigger then they should be allowed to, the Mane Cast knew AJ well enough to know that if she wasn't willing to talk about it, it meant it was problably something that she really needed help with but would never ask for, so they knew what steps they had to take.
Build a fool proof system, and the world will create a better fool.