I agree with you, but there are two very different angles on this.
On one hand, there are programmers complaining that they can't get exactly the job they want at what they feel is good pay. Your answer to these complaints is fair enough - lots of people have it tough. Nobody is entitled to a job on their own terms. You choose your own life.
The other angle is the employer who complains about the "shortage" of software developers out there who have top skills and are ready and willing to work for the salary the employer feels is fair in a big, loud, open office with little autonomy or job security. This second, employer-based sense of entitlement is no less appalling in my opinion.
I'm going to guess we disagree on the stress level involved in being a programmer, where you are almost always pressured to commit to deadlines on things you don't yet understand, where people blame you for schedule slips, where you are tempted to compromise to meet deadlines but know that you are cutting corners that may lead to real risk, where you can make errors that destroy data and/or prevent thousands of people from getting work done, where you may severely compromise secure data, and so forth.. in short, I do think it is a job that people can reasonably find very stressful. I think that people overstate the "cushiness" of programming and IT jobs. These jobs can really induce and trigger anxiety, it doesn't take an entitled whiner to feel that way, at all.
Say what you will about programmers, it's the employers (at least here in the States) whose sense of entitlement about who they should be able to hire at "market rate" is so strong they will lobby congress rather that pay more or find ways to make the job less stressful.