I think it’s possibly for the following reasons:

1.) To release the pent-up feelings so they don’t build up or stay bottled up and tight inside us; it gives a feeling of relief to “get it out” and then we can start to look in a happier direction from where we can feel better.

2.) Because we want to be soothed by the person we complain to, and upon being soothed, we hope we’ll feel better.