The idea is not to "feel bad about" being male, or white, or having four functional limbs. The idea is to recognize that these characteristics - which others can't "strive" towards - may give us advantages that aren't earned.

If I suddenly became black, and nothing else about me changed, studies have shown I'd likely be treated differently by police, potential employers, medical facilities, etc.

Recognizing that fact may make it easier to combat. Perhaps the next time I interview a woman I might be more conscious of the fact that what I'd perhaps have seen as "assertiveness" or "confidence" in a male candidate is being noted as "pushy" or "bitchy" in the female one, and back off from that assessment somewhat.