Taken at face value, sonnet 66 lists a grim litany of injustice that makes the narrator wish he were dead. Only concern for his true love makes him stay rather than choose death and desert her to fate.
In precís it sounds depressing: life is unjust but if I die you will be alone.
But the sound and language play stop it from being a dirge: alliteration (needy nothing, beggar born); assonance (folly, doctor-like, controlling); the personification of abstracts with verb or noun (gilded honor, right perfection); the way the aforementioned nouns are made real with colourful verbs and adverbs (unhappily forsworn, rudely strumpeted, wrongfully disgraced, folly controlling skill); and of course, the play of opposites as each vice becomes a virtue, or vice versa. The effect is like being party to a scene from a painting by Bosch, or a carnival of human life.
Anaphora’s ‘and’ ,for example, makes the main body of the poem one long run-on line which adds on woe after woe frenetically.
Granted, in the final couplet there is a change in tone as the full end rhyme of the previous lines becomes half-rhyme (gone, alone), and the anaphora of the previous 10 lines with its assured iambic first foot returns to the modifying prepositional phrase and trochaic first foot of the first line.
But overall, I think it is not meant to be taken seriously, and that the hand-wringing at the end is a concession to the audience’s expectations of the closing couplet.