I think it's perfectly ok to feel "sorry for yourself," and it should not be labeled as anything. I just had this conversation with someone yesterday, who is going through a hard breakup.
You know, even animals lick their wounds when hurt, to heal. It's ok.
Some people might think it's self-indulgent. Some people may say you're on a pity pot. I say it's a function of getting over losses, whatever they may be.
We must be the only entities who blame ourselves for being sad, which is a normal human response to disappointment, loss, whatever.
It's a process of just dealing with stuff and perfectly acceptable, without blame to oneself.
Just take the time to feel it and then it will pass, eventually. It might be awhile, but no judgements.