Don't try to challenge their belief system. The best thing to do is to over-validate their position but without any trace of sarcasm. For example, "Your boss should be fired. It's terrible that there's absolutely nothing you can do to make things better."

Once they feel understood, there's not a lot more to say. They will also hear their own complaint from you and may turn the argument. "My boss is awful, but I don't know if I'll be there forever."

When help-rejecting complainers feel heard, they may eventually realise that they can change their position. But they may also continue to complain incessantly.

In that case, you can set a compassionate boundary where you validate their suffering and admit that you don't think listening to what's bothering them is helping. Then change the conversation. Whenever they complain, remind them of your limit and redirect the conversation.