They don’t feel so bad about themselves if they think everybody else is miserable. It is a sign usually of a being who is not as evolved as they should be. But, I am not judging; it is not a place to judge.
Often they are just trying to find a way to feel better about themselves. And then, many beings take the cue that they must perhaps talk down their state of being so they don’t make the other one uncomfortable. It is a series of circles within circles of downward movement, actually. The best thing to do when you are with someone who wants you to be as miserable as they are is simply to say, "I am fine. I believe this certain thing happened to help me and yes it was painful, but I choose to be happy. I choose to see it as learning and growing."
It is quite amazing to see each element, positive or negative this way. To see that you can choose to be happy.