It keeps you from facing your feelings

Even if someone else's sitation is objectively "worse" than yours, it doesn't mean that you are not experiencing very real, very valid emotions. 

You are allowed to feel upset when someone hurts you or disappointed when something doesn't work out the way that you wanted it to.

Yes, other people also have their own pain and disappointments to face, but those experiences don't diminish or eclipse yours.

Negative feelings can increase stress when they aren't dealt with properly.  But even difficult emotions can be important sources of information. They can tell you that something needs to change and help motivate you to make positive changes in your life.