One way Hardy conveys the sadness in his characters' lives is by describing what they did and did not do. Another way is by what characters say to each other and what reactions they give to comments directed at them.
When Sophy is inexcusably chastised by her son after the concert, Sophy meekly accepts the reprimand then, instead of keeping up her amiable chatter (albeit chatter in a country dialect instead of in Standard English), they progress in silence. This passage shows Sophy's sadness by showing what Sophy did (meekly accept) and what she did not do (retaliate and reprimand her son:
[Sophy] did not resent his making [the comment], or retaliate, as she might well have done, by bidding him to wipe that crumby mouth of his, whose condition had been caused by surreptitious attempts to eat a piece of cake...
After she tells Randolph about her intention to marry Sam, Randolph explodes in a state of fury at the idea. Sophy immediately responds to his fury by being cowed and submissive. This passage shows her sadness by showing what Randolph said and Sophy's reaction (punctuation gives great clues to the characters' emotional state): Randolph exploded in angry remarks; Sophy reacted by becoming fearful and submissive, doubting her feelings and choices:
It was long before Randolph would reply, and when he did it was to say sternly at her...: 'I am ashamed of you! It will ruin me! A miserable boor! a churl! a clown! It will degrade me in the eyes of all the gentlemen of England!'
'Say no more—perhaps I am wrong! I will struggle against it!' she cried miserably.