I've encountered various types of this sort of behavior, and I try to keep some personal distance. Being an imagined victim is a sub-optimal way to approach life, so in its own way is worth a sort of concern. There is always a reason for the behavior which includes the person gaining a sense of personal control by using it as manipulation. Still though, that is not something that seems preferable to actually feeling strong inside. Who would aspire to being a perpetual victim? It's a way of coping, not a way of living.
I try to make people feel strong, and consistently feel badly if I discover I have been dismissive. There is a danger of people in general having an initial reaction of dismissal even towards real problems. I don't think a person has to be controlled by someone's victim behavior to still show kindness and not be dismissive. Most people are stronger than they expect, and it can give a boost to have someone else recognize and verbalize that.
I think a good approach can be based on something like, "That sounds like an awful thing to be feeling, but I've always admired that you survived these same sorts of things in the past because you have inner strength to match what you are facing." If I can give specific examples that's ideal. The truth is that I can't always know the degree of the problem. I find that looking for other people's strength allows me to not get pulled into it. It's the best approach to respect I have found.