People may have it worse, but that doesn't mean my problems aren't real. People may have it worse but that doesn't mean I don't have a right to be upset. People may have it worse, that's true but don't tell someone when they can or can't be upset.
People should be able to feel how they feel, and not have to apologize for it. But to be fair, a lot of the time, people only bring up the whole "others have it worse than you" thing to bring a little perspective. It's not so much about stopping you from being sad, but more about giving you a sense of comfort knowing that you still have so much to be grateful for despite your current problem.
There are many many factors to contribute to depression, regardless of social class, country, gender, race, etc. Despair and grief do not discriminate. Some people have poor lives or less-than-modest lives and live in happiness.
Perspective