why is it considered unsocial when someone complains on his difficulties?

Because in a social setting it is supposed to be fun and pleasant and it is a downer when someone prattles on about their difficulties (we all have them). That is not the time or the place.
 
It's considered rude to complain about your life to everyone around you because most people don't want or need to be bothered with other people's problems. It's fine to confide in your friends or family members when you have a problem, but the cashier at the market doesn't want to hear about your health problems or the fight you had with your spouse. I think such behavior would be considered catharsis, rather than escapism. Either way, save such conversations for your close friends or your therapist.
 
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