I like how you've assumed that these important Stark family events are nice ones.

Yes! DUM-E wants to help so much! And he's just not very good at it. And the fact that he is not a real living human being does not change that fact that he just really wants to help.

It amazes me how much DUM-E could emote in the film with just a sad tilt of his head or pincher. Or perhaps that's just me giving inanimate objects personalities.