Just don't try on his situation for yourself. Empathy is good, and sometimes it is useful, but if through force, it is not necessary. Understand that if a person does not suffer from a serious illness, and talk about everyday grief, he is not unhappy. Treat this story as an interesting experience in your life - as a listener
Valeria, this means that you are the only person whom he trusts and with whom he can share his grief. And he needs it. Yes, it's hard for you to listen to him, but this story makes him feel better. Therefore, if you want to help a person, listen, if not, then just say "it's hard for me to listen to you and I don't want to do this anymore." It all depends on your attitude towards this person and your desire to help him. If you can do anything to help him in this grief, then, again, depending on your desire and ability, either help or not.