They stubbornly believe that the reason they've never stumbled into the same sort of mess themselves is their own superior character - their innate common sense, self-discipline, intelligence, or whatever.
They're too blinkered and obtuse to realise that we're all capable of screwing up our lives if the circumstances allow it, and that what brings it about isn't wilful irresponsibility but some personal weakness we're simply unable to resist.
If they haven't succumbed to such a weakness, it's not because they're inherently superior but because they've just been lucky enough not to land up in a situation that exposes that weakness and triggers it off.
People who have disastrous affairs, or go broke, or get themselves sacked, or are caught shoplifting, aren't merely "lacking in self-control". They've been so smoothly tempted or charmed or beguiled or persuaded into something risky that they're simply helpless to resist, despite their better judgment, despite their gut-feelings, despite everything. They just find themselves swept away and powerless to do anything about it.
Whatever we may think, we could all find ourselves on that slippery slope. There are plenty of stories of people who thought their lives were going fine, that they were sitting pretty, and a few months later everything's in ruins.
The sight of people crowing and gloating over other people's unexpected misfortunes is something I find quite sickening.