I think from the outside, people will see these unhappy people's situations as simple, but from their inside perspective, there are so many hurdles, it is overwhelming. It's not a stubborn refusal to change so much as a hopeless resignation. The worst thing you can do is offer a series of suggestions. In such situations, most people offer trite advice that is just patronizing to the unhappy person; likely, they have already thought of such things. What they need is someone to build them up & comfort them, so they have the confidence in themselves to find their own solutions.
I'd compare such a mental state to someone with a broken leg who wants to run a marathon. You could tell them they need to get up & start running if they ever want to be in shape, but that completely ignores the fact that their leg is broken and it's just plain going to take time & nurture to heal before they are strong enough to run again. It comes off as rather dense & insensitive to throw suggestions at them in the meantime. They probably know what they need to do anyway, so it's better to simply be supportive while they heal and encourage them when they do start to take some steps forward.
I definitely see how it can be draining to be there for someone emotionally and never see them make effort to improve though. At some point, if they feel like an emotional leech, then maybe it's time to cut them off. It could be a wake-up call...maybe.