Sometimes my underemployed friends will want my sympathy but I just can't feel any for them. They've brought it on themselves.
Why don't you feel sympathy for your friends?
I care about them, but I won't support their behavior.
I don't think it's reasonable to assume that your friends are underemployed because of their own actions. Sometimes people just fall into bad situations. I think you should be more understanding of what your friends are going through.
Why should I feel guilty about that. I'm not an idiot like that.
You're assuming that they're an idiot just for having some misfortune, but sometimes terrible things happen to good people that they can't avoid. Try to have some empathy or else everyone will think you're rude.