If its ok to believe or think that "I have no right to complain because others have it worse", then it should be perfectly ok to think or believe "I'm not allowed to be happy because others have it so much better"
Neither thought process is helpful or healthy to anyone.
You had a shyyti marriage, allow yourself to acknowledge that and to feel shytti about it.
Its perfectly ok.
On a side note, I was strongly anti therapy since forever. I finally decided to start last year (desperate times call for desperate measures, seriously I was willing to eat toilet paper if someone said it would help) and honestly?
It's been one of the nicest gifts I've given to myself. Not only has it helped me greatly, but its testament to the fact that I'm actively taking care of me. And that's a beautiful thing, because I deserve to be taken care of.
You deserve it too