I sensed that since [Jenny's] most lavish sympathies had brought her nothing in return, she had decided to withdraw them, even cancel them altogether. This had made me even more uncomfortable, as it exactly paralleled my own condition.
Altered States, ch. 13
The passage above recalls an exchange in the John Haffenden interview. I've covered it before ('A Creative Power'), but it bears repeating:
[Interviewer:] What all your characters are left with is a resignation which is not even stoicism of the classical order; it's merely learning to put up with the way life is inevitably going to turn out.
[Brookner:] Yes, and the horror of that situation is profound.
Haffenden, Novelists in Interview (1985)