I want to give my two cents on this as I am also a Millennial. I think what this really comes down to is the fact that us Millennials had it to good frankly. Consumerism culture peaked in the 90s and early 2000s and even us poor kids (which was me, my family was literally going to food banks and such just to keep food on the table) could easily be happy because of how many awesome things there was to do/see/play/experience. We had all the awesome toys, all the awesome movies, all the awesome video gam,es, books, etc. And this was the era of brand synergy tying it all together, pushing it in your face. And not only that this is when Black Friday peaked on top of it all, the ultimate time to blow money and buy things for your kids.
We were spoiled, and it was made even worse by how ideology of the time was slipping further into coddling us (helicopter parents) and making sure we all win with participation awards. The fact is we had very few real problems, and then had to invent a bunch of bullshit to care about. Like electing a black president (and trying to elect a lady president), caring about gay people getting married, and thinking that people who want to chop their cocks off are mentally stable.
It's embarrassing honestly. We deserve all the hate we're probably going to get in the future.