Coddled students don't make successful graduates, as evidenced by the interns that were fired last year after writing a petition about the office dress code that they thought was unfair [2], failing to understand that their job was not a democracy.
Of course, there are times a university should get involved, such as if the harassment is coming from a professor or university-owned email address. But at some point, the most I think should be expected from the university would be a referral to a therapist so the student can work through things and learn coping strategies. It may sound callous to say, but like it or not there are plenty of things that can be upsetting, hurtful, or emotionally damaging to someone without actually being illegal or even reasonably preventable. The university could help to make their graduates successful by making sure they are capable of coping with this fact of life.
[1] https://www.nytimes.com/2015/03/22/opinion/sunday/judith-shu...
[2] https://www.inc.com/alison-green/about-those-interns-fired-f...