The idea that we are somehow "entitled" to be mad at the world is indeed based on a consuming preoccupation with self.
"No one knows how it feels until it happens to them". True enough on the surface, but (to me at least) it's a cop out.
People lose loved ones, get fired, get divorced, get cheated on and struggle with debt, sickness, infirmity and disease by the millions every day - that's called "life". No one gets out alive and no one is immune from the bad stuff that happens while we inhabit this planet. One can be pre-occupied with self to exclusion of all else or determine to make the best out of what life offers. We are responsible for our own choices.
If you want, you can choose to believe you are the end-all-be-all and nothing or no one else is as important as what you want and what you feel. That's your choice and (at least most places) you have the freedom to do that. You'll have plenty of time to stew over your troubles, because nobody enjoys being around those people or wants to spend any more time around them than they have to.
And my last comment on this part of it has do with being "religious". The simple truth is you can be very 'religious' and still miss out on the Truth. And one can deny the Truth, but that doesn't make it non-existent or negate the fact that one day we all will have to deal with it.
We're all human, flawed and have our foibles and weaknesses. How we deal with that in relation to those around us defines who and what we are. Or to put it another way, I was once told "Life is grindstone - whether it grinds you down or polishes you up depends on what you're made of". Pretty well sums it up, in my book.