Life is fundamentally unpleasant and once you have your basic daily needs met you have time to develop mental issues. In the west basically everyone including the homeless don't have to worry about being eaten, murdered, starving or dying from exposure. This leaves a lot of leeway for everyone to think how bad they have it while historically being in the top 1%.

It's rather hard to have empathy for someone who has it better than you. But I've found it helps to also remind yourself that the majority of people who ever lived will feel the same way about you.