I always remember one English seminar I took while I was at Stanford. We were discussing Rebecca Harding Davis' travails, and one of my more militant classmates flatly stated, "Look, she was white, and she had money. I don't want to hear about her problems." (You probably won't be surprised to learn that my militant classmate was also a wealthy white woman).
I find this lack of compassion appalling. The thinking seems to be that we need to compete on our miseries, and that ultimately, we must all defer to a starving genocide victim somewhere in Sub-Saharan Africa. I don't believe that compassion is a zero-sum game.
Having problems, even first-world problems, is emotionally draining. Having difficult choices, even if all the options are enviable, is still difficult.