I think it might be useful to reframe what is getting labeled self-pity as other things: self-love, grief related to activities and people and connections lost, self-concern, honest emotional reactions to situations and events and relationships

and so on.

A great book on the actual roots of depression is

https://www.amazon.com/Lost-Connections-Uncovering-Depression-Unexpected-ebook/dp/B07583XJRW

There is a more than ever pathologization of emotions - not coincidentally profitably for some organizations and professions.

Yes, there is no reason to learn to hate or feel shame for sadness. Sometimes we get into habits with emotions. IOW we can stay in sadness when we are actually at least also angry. That's just one example. It may be good to notice how our habit of focusing on one of our emotional reactions is keeping things frozen. But there is nothing wrong with feeling bad about what is unpleasant.

There's a war on, a war against the limbic system. We are all being taught to hate ourselves, our emotions and reactions. Right now that war comes through ideas, medication, surface presentation/branding of the self via social media, psychiatry, advertising and more. Right now they are working on getting at the physical roots of their hatred of the limbic system through genetic modification, human machine interface and better drugs, nano-interventions.

I am being melodramatic and realize that in each person's life it looks, generally, nothing like a war. Think of it as a cyberwar, a meme war, a psyops campaign. It's slower and subtler that a literal traditional war. But it is still violence.

Sometimes self pity is the only option available.

Although theoretically philosophy is said to be the antidote. Presumably by inculcating the realisation that, as everyone is subject to self-pity, then really the emotion should be extended to others, which magically transforms it into compassion.