I can define it a bit better for you

busybody = active
concerned = passive

A busybody is someone who wants to know, even if the person doesn't really want to tell, so they try to force the issue out, its really selfish. A concerned party will show their concern and provide support, but will not force the issue if you're not comfortable with it.

That's a simple explanation anyway, sometimes you need to intervene when your friends are in trouble otherwise they spiral to self destruction.