A person who feels sorry for themselves may have a disorder called Histrionic personality disorder.
Not everyone who feels sorry for themselves has the Histrionic personality disorder but some of them do.
The Histrionic personality disorder is characterized by a long-standing pattern of attention seeking behavior and extreme emotionality.
People who has histrionic personality disorder wants to be the center of attention in any groups of people and they do not feel comfortable when they are not.
A lot of people do feel sorry for themselves and they may not even have a disorder and only feel sorry for themselves sometimes.
For example sometimes I feel sorry for myself but I don't seek any empathy from others.
So it can vary from person to person.