Personally, I don't even see anything to explain. Billions of people are suffering, and at least billions are going to die, and most people are observably doing nothing about it. Harry seems to have good reason to think he's the only one that can do anything, if only because he's the only one (or one of just a few) who noticed and/or cares.

Harry's problem seems to be not that he has decided to do something about it but that he takes pride in feeling guilt over the suffering of everyone (even obscenely evil people). It is on thing to prefer to take over the universe and allow the evil people to live freely in a way that can't hurt others, but it is quite another to be all emo about it. That achieves nothing except allow harry to feel self righteous.