The point of this saying is that in normal circumstances, no one would ever say it was a blessing to be barren and for a woman to have no child at the breast to give suck to. These things are universally seen as causes of celebration.
He calls for them to evaluate themselves and their lives in a completely new way. It is a kindly way to speak in order to bring them to repentance. They have shown kindness to him by the sympathy they have expressed, and his answer takes that into consideration, but it does not lack the firmness needed to tell them they have misread what is happening. In that misreading they have failed to recognise their sin, and the judgment that deservedly hovers over the nation. There are wrong responses even to the truths of the gospel which need to be corrected. God’s works can be misinterpreted, and we do so to our harm. The cross can be misunderstood in ways that remove from Christianity what is at the heart of the gospel. There can be an opposition to the true doctrine of the atonement, which calls it cosmic child abuse. This comes from not understanding so many other things that we need to grasp about ourselves and our waywardness, and about the character of God and his rightful response to human rebellion. It was a complication which Christ corrected perfectly, when the women of Jerusalem seemed to pity him like this.