Using robots in educational contexts has already shown to be beneficial for a student's learning and social behaviour. For levitating them to the next level of providing more effective and human-like tutoring, the ability to adapt to the user and to express proactivity is fundamental. By acting proactively, intelligent robotic tutors anticipate possible situations where problems for the student may arise and act in advance for preventing negative outcomes. Still, the decisions of when and how to behave proactively are open questions. Therefore, this paper deals with the investigation of how the student's cognitive-affective states can be used by a robotic tutor for triggering proactive tutoring dialogue. In doing so, it is aimed to improve the learning experience. For this reason, a concept learning task scenario was observed where a robotic assistant proactively helped when negative user states were detected. In a learning task, the user's states of frustration and confusion were deemed to have negative effects on the outcome of the task and were used to trigger proactive behaviour. In an empirical user study with 40 undergraduate and doctoral students, we studied whether the initiation of proactive behaviour after the detection of signs of confusion and frustration improves the student's concentration and trust in the agent. Additionally, we investigated which level of proactive dialogue is useful for promoting the student's concentration and trust. The results show that high proactive behaviour harms trust, especially when triggered during negative cognitive-affective states but contributes to keeping the student focused on the task when triggered in these states. Based on our study results, we further discuss future steps for improving the proactive assistance of robotic tutoring systems.