Apart from the Weberian Protestant Work Ethic mentioned in other comments, it's also a consequence of the converse of what you wrote, to whit: "My success is a result of my efforts (in isolation) and thus if you are unsuccessful it must be due to your poor efforts".

In other words, you don't want to believe that someone else's misfortune might not be (only) the result of their actions, else it calls your own belief about your success into question.

This is why Obama's seemingly unremarkable comments in 2016 about how we all depend on the roads and the work of others offended so many people.

Myself it seems blindingly obvious that I was lucky to be born in a rich country, to have moved to another rich country (USA) and have the benefit of huge investments (physical, moral and financial) by others.