They just want to feel like they are perpetual victims. It appeals to them and it justifies their cruelty towards others.
I guess this is a major difference between the far-left and the far-right. The far-left go out of their way to join the cause of various victims of oppression because they love to always be rooting for the underdog. The far-right also loves the under-dog arch but they don't go around trying to join desperate causes. Instead they manufacture their own narrative in which they are the perpetual victims. Much less noble, much more self-serving.
It's an old story. Check out Aesop's "The Wolf and the Lamb".