Hmm... I wouldn't necessarily say that the INFJs I knew had a martyr complex, although the one unhealthy trait that I did find in the both were the fact that once they made their mind up about something, it was nearly impossible to convince them otherwise.. but that was them. I don't know about other INFJs, and I think any other type can be just as bullheaded, depending on how much importance we place on certain issues.
What I learned in how to deal with INFJs is, if ya really love them, let them go. If they need their space, give it to them. Maybe, they're too hurt to really have to deal with certain things that may be deeply bothering them. So to try to pry it out of them is like squirting lime on an open wound. Let it be..
Besides, once someone holds strongly onto their own beliefs, there's nothing we can do to really change that. I believe, peoples' attitudes/beliefs change only if they want to. Only time will tell. So set them free. If they come back, then good. If not, then just let them go & wish them well, because that's what people who care do- wish the other person all the best, much love & respect, regardless of what happens. Hope this helps!