By the time of this movie, almost all of the Iwi tribe have been killed by the very storm that surrounded Skull Island, with Jia being the last surviving member.
It's even worse in the novel: Jia's group gradually dies as they try to flee the storm, leaving her alone and hanging in a tree with the water raising quickly. If Kong hadn't come by and noticed her, she would've been dead.
Kong's situation counts as this. His parents are dead, the entire tribe he protected has been wiped out by forces beyond his control, and he is forced to leave his old home where he has brutal encounters with the Titan who was his race's ancient enemy.
How does Monarch finally convince Kong to enter the Hollow Earth? By (honestly) telling him that he might find more of his kind there. He doesn't, possibly cementing that Kong is The Last of His Kind.
It just gets worse from there. He found his ancestral home and even finds a throne and an axe for him to use, he sits as if finally glad to have found a home and one that belonged to his ancestors... And then a furious Godzilla, mistaking the Hollow Earth energy for a challenge, blasts it apart, leaving it in shambles. Suffice to say, Kong's sheer rage afterwards is both understandable and justifiable. Worse is, him finding the temple leads to Apex activating Mechagodzilla and almost loses Jia to a group of Hellhawks startled by Godzilla that attack Team Kong.
The aftermath of the fight with Godzilla. Godzilla doesn't finish Kong off instead leaving him to die of his injuries while resuming his search, and the ape tries to get back on his feet to continue the fight, weakly cries in pain before collapsing. The music especially hammers in that Kong has lost and is dying.
Godzilla absolutely beats Kong to near death with nothing but sheer viciousness and brutality in the third and final round of their duel. Hell, the agonized roar Kong lets out when he gets violently thrown into a building can really tug the heart strings. Whether you're a fan of Godzilla or Kong (or even both), you will feel at least a shroud of sympathy for the giant gorilla as he's getting outmatched. There's even a zoom-in on Kong's expression after Godzilla stomps his foot on his chest, it really signifies the fact that he's in nothing but in utter pain.
When Kong is saved from death, he still has a dislocated arm and is genuinely unable to muster up the will to even stand up. And then he's forced to fight an even deadlier opponent than Godzilla to save the latter. While it's obviously a good thing that he ultimately did it, it definitely must have been a hard choice for Kong to do it in the first place, especially as Godzilla nearly killed him after destroying his ancestors' home and temple. It's only because of Jia asking him to and because he cares about Jia too much, that he does so.
Before he goes into battle, Jia tells Kong to "Be careful. Please", both Kong and Jia are aware that Kong might not come out alive of this last fight and Jia is reassuring Kong that she will care about him to the end times even when she's asking him to put himself in harm's way to save the day.
There is some tragedy for King Ghidorah. The once-mighty three-headed dragon is reduced to just a small skull and had been used by creatures who are nothing more than ants to him. To add even more insult to injury, they placed him inside a metal version of the very being who defeated him. And it's unclear whether any of the heads' minds are still intact, or if they've all been mashed together into an incoherent insane heap. No wonder he snapped.
And also, on the topic of Cry for the Devil, the use of the Skullcrawlers specifically bred as cannon fodder for Mechagodzilla. Once feared as gods of destruction, it's a bit disheartening to see the Sub-Titans essentially being commodified and treated like livestock to be slaughtered.
Godzilla is this in spades. He nearly died in the previous film trying to protect the Earth from an alien menace (on top of losing his beloved Mothra), and now arrogant humans are trying to kill him, and when he rightfully retaliates he is branded as the bad guy. Worst of all, after working so hard to defeat Ghidorah once and for all, humans bring back Ghidorah in a body specifically engineered to kill Godzilla, and he nearly dies yet again. At the end of the film, after Kong and Godzilla part ways, he retreats quietly to the ocean, and he just looks so damn tired. Poor G never gets a break.
Seeing Godzilla get thrown around like a ragdoll by Mechagodzilla really makes you feel sorry for the big guy. Especially when Mecha-G grabs him by the head and repeatedly smashes his face into buildings almost like how a playground bully would.
There is one scene where a down and defeated Godzilla looks upward with Mechagodzilla reflected in his eye and his expression of fear and sadness, never before seen in this iteration of Godzilla, is truly quite heartbreaking. Whatever might and ferocity that Godzilla's eyes usually reflect is just flat-out gone; for perhaps the first time in the Monsterverse, Godzilla looks like he's genuinely fearful and helpless, losing even that Defiant to the End streak he had against the MUTOs and Ghidorah. At this point, he is just completely broken.
Godzilla at the end when he and Kong make a truce. He just looks so tired, exhausted and lonesome as he retreats to the sea...and with his temple destroyed in the previous film, where is he to go? Is he left to wander the oceans without a place to call home?
The events of Godzilla: Dominion (which takes place a few years before Godzilla vs Kong) does mitigate this dilemma by showing that he does find a new home at the end. Allowing him a place to rest and replenish his strength.
Whilst it's true that Madison can 100% take care of herself (as already shown in the previous film), it's still easy to feel sorry for her when looking at her relationships with either of her parents have become, especially in this film's novelization which expands on the current state of her and Mark's relationship. One of Madison's parents was a genocidal Manipulative Bitch who made the poor girl complicit in crimes against humanity, and the other parent that she's left with not only refuses to have any faith in her but he prioritizes appearing normal and wallowing in his own insecurities over considering his daughter's happiness. That's surely going to cause Madison some further issues down the line, on top of her PTSD from the previous film's events.
In the novelization, it's revealed that human civilization at large has been going back to using fossil fuels and unsustainably over-exploiting the restored environment since Godzilla sent the Titans back into hibernation. Apparently people NEVER DO change.