When someone is expressing their discontentment about a situation, sometimes our reflex is to diminish their concerns by showing them how their situation isn’t as bad as they think. When people are expressing pain or unhappiness, more than anything, they want you to listen to them. Just talking about things helps us all feel better.
By stating one of the “at least” statements, you are invalidating their feelings, suggesting that they should be satisfied with their current situation, and implying that they are being ungrateful. As friends, we should support our friend’s journeys to finding their happiness.