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Yes, you absolutely should complain.
I just don't buy any of this. If I'm unhappy about something, then I'm unhappy about something. The tsunami that destroyed the lives of thousands of people in Country Z, while tragic, doesn't make my grievances any less valid.
It's like a new form of Godwin's Law. Any complaint can be dismissed as trivial by claiming it's a "first world problem".
If you want to feel institutional guilt because many people in the world have it worse than you, fine. I'm not going to play that game.
(General "you", here. Nostrademons, I'm not pointing specifically at you, just at the general pain this sort of thinking gives me.)