I’ve pushed through the initial skiing/snowboarding sadness by taking moodlet solver potions or confident/other emotion potions that will overpower the sadness for a few hours. Once they hit level 3 they get new gear in their inventory that helps them perform better and they tend to get better moodlets.
There have been a few moments where someone is sad, but they don’t show a sad moodlet. That’s definitely a bug. If I have them cry it out or have another sim cheer them up, it does go away.