There is true vulnerability, that is, being in a situation where you really are a victim such as domestic violence or a burglary etc, and being aware that you are suffering, being aware of your human condition, your shortcomings, your weaknesses. Then, there is also "playing the victim", which is a psychological game. Basically you perpetuate your role as a victim in this case. This is the case of someone doing something that unconsciously leads them to be victimized. In your example about complaining, I would say that is playing the victim when instead of acting to better present circumstances when possible, the person still chooses to complain about the past. But this is only one example of victim mentality, which also implies a lack of assuming responsibility for one's own role in becoming and remaining a "victim".

Do I think it's wrong? I think that, unless this is outright, conscious manipulation of the other, we can't talk about ethics here. This is normally done at an unconscious level and it's done because the person doing it is getting something from it that they can't or don't know how to get in another way, such as compassion or attention from the others. That is the theory.

What I believe is that maintaining a victim role does actually hurt the one doing it. We really do think we are victims when we do that (and a lot of people do!). We usually really do believe our own stories about ourselves.So it hurts to think that way. That's why I'm not so hasty to make a judgment call on this, because it will just fit right into the circle, prompting the "victim" to feel victimized once more, for playing the victim.

This would be my reaction if my T said that to me. (I think he never did - if he has it must have been extremely rare. But other T's told me that). I go to therapy for support and help finding the strength and better options than playing the victim, not to be scolded and lectured about playing the victim. I am aware that I do play the victim too sometimes.