I don't do it to make myself feel better. I care. I've had plenty of them tell me they're having a bad day or what have you.
Anecdotally, I have started many conversations with service people this way, and I'm not much of a talker. In fact, it's usually them telling me about how horribly things are going, and I just listen. It's interesting how often a perfect stranger will open up to you if you just show a little empathy.