I don't know where you grew up, but here in the States the Millennials were a pretty coddled bunch. I know this doesn't apply to all Millennials, but it is a common held view. Reminds me of when I heard about participation trophies. That was strange to me. I couldn't relate to it.
Anyway you look at it, once you hit a certain age, you're responsible for your life. Every generation since ever has blamed the older generations. I don't believe Millennials have had it that bad. My grandparents went thru the depression and some of the stories they would tell were horrible! They had it way worse than I did growing up. I wouldn't trade places with them, but I also wouldn't trade places with the Millennial generation. I think the boomers had a decent ride and are still going, but they had problems too.
I grew up in the Midwest of the US, so that's where my experiences come from. I do believe that at some point, people have to take responsibility for their own lives. That's not trying to minimize or discount anyone's experiences, just a fact of life. Your generation will be the scapegoat for the newer generations soon enough and when that happens, you will be lumped in with the rest of them. Maybe similar to the way Gen X'ers are now getting lumped in with the Boomers. It might not be fair, but life isn't fair and if someone taught you different, they were wrong.
Also, if your under 21, you're not a Millennial. Supposedly...lol, no idea who decides this stuff!