Each one is responsible for what they do, the attitudes they take and the inevitable consequences they have to go through. No one can undo the web of Fate that people have woven for themselves through their actions and attitudes. By trying to sympathise you will not be of any help, if anything you will only reinforce the tendency since it is attracting attention. Guilt is obviously out of question. If you feel moved within you can tell her that negative thoughts do not help, only increase the chances of their occurrence. She is unlikely to listen or change in which case the best help is to ignore this part prone to depression and relate with the good things in her. If anything this is more likely to help than sympathising with the lamentations.
Affectionately,
Alok Da