You know, this might be challenging to hear... I think there is such an expectation. And along the lines of what 'ketzo said above, I kind of think it's a categorically good expectation.
The only thing you might be missing, not because you're not socially sensitive, but just because it's non-native communication to you, is that those people genuinely care. The expectation isn't that you'll respond with a cheery reply-- it's that you'll respond with care.
What I might put on the table for you is, what if you think about it as replying in kind, rather than in form? If someone says something cheerily nice to you, you don't have to say "omg thank you!! :D". You can just say "Thank you.", from the heart, however you say it when you really mean it.
And yeah, some people will still take that as you being unkind. And if you mean it, that means they're the socially insensitive ones. They're the ones who don't really care! You don't owe them anything more.
But... I think you might be surprised at how many people really are willing to meet you exactly where you are, as long as you really do care.