It seems to me that the best help from the individual's perspective would be to consult a therapist, and from a social perspective, to dismantle the idea that one's worth is determined by having sexual partners (and the converse, that some peoples' lack of worth is determined by 'too many' partners). Some (perhaps many, or even most) in the incel community seem to think they are entitled to not only a partner but a partner that will fit a certain specification.

I'm all for sympathy and understanding. But what kind of sympathy can regular people give without falling into the logic that everyone is entitled to a partner? How should we prevent that sympathy from turning into pity, which feeds the narrative that there is necessarily something wrong with not having a partner?

As a society we are able to do various things that go beyond sympathy for a wide range of individual misfortunes - we can assist the poor (throgh welfare programs and charity), and we can anonymize university applications and make buildings and media accessible to those with physical problems. I think part of why incels don't get much sympathy is because there's nothing society can do about that problem to help any particular individual. It can also be hard to empathise with; everyone has been single at some point, and on the whole, most peoples' experiences dictate that it's probably not as bad as being poor or disabled.