People will sometimes try to make you feel bad for not giving them what they want. But the problem may actually be with them. They may be asking for too much or for something they should be doing for themselves.
People tend to avoid taking responsibility and prefer to put in on others. Even the people closest to you will sometimes do that. (and you’ll sometimes do it to them).
Too much sympathy allows people to be weaker than they need to be. Tough love has its place.