If I were you I would speak up but just do it in a gentle way. Say something like 'I know you're trying to help, but...' In my opinion people shouldn't give advice like they're a therapist if they're not actually trained to be one. Support groups should be more about being heard and understood and compassion like you said then doling out advice anyways, IMO. Just keep in mind when people do this it's their way of trying to help, but I agree, it can be pretty annoying.