To add a perspective here: Being offered help, especially in a way that says "why don't you do X?" can often provoke a reaction that tries to justify oneself. You want to feel validated in your self-pity, and if the solution to your struggles is as easy as "just doing X" all of your bad feelings are your own fault, too. That makes you feel even shittier. So you need claim that it's impractical advice to evade that.

My best guess: Your friend is not looking for advice, they're looking for validation of their feelings when lamenting about their life.

But maybe this is a "what you want vs. what you need" situation.