When professing Christians take on the identity of persecuted people, they often end up persecuting others. So, why feel persecuted?
People do get mistreated. Sometimes we should work to reverse the mistreatment. See The Baptist World Alliance. Sometimes we move on.
We can mistake our own false sense of entitlement for unjust treatment. God is with us as we deal with feeling persecuted, whether from false entitlement or from genuine mistreatment.