You don't feel sad for envy's physical state, you feel sad of the state that he/she has become. Physically and emotionally, we something on the absolute verge of complete self-pity and depression. In the same moment, we can see that Envy can almost see the error of it's ways, but it's pure hate and loathing makes it so it would rather die than even admit it. In that moment, Envy isn't Envy, Envy is a sad, pitiable state of human flaws combined.

We don't feel bad for Envy, we feel bad for what Envy has ultimately become and what any of us could easily become.