This question has two parts. First, a comparative question. Second, a broad question about why PhD students get so stressed and complain so much.
Do PhD students complain more than people in other professions?
In my limited and biased experience, yes. More generally, there are so many websites about how hard life as a PhD student is. So many memes. These are clearly all composed by current or former PhD students. My cohort's facebook feeds read like journals written in prison. Party conversation demonstrates a general obsession with complaining about life in a PhD program. People often half-joke about how starting the PhD program was a horrible mistake. PhD students have even been roasted on 30 Rock. And they're often weirdly nervous about trivial stuff. Yes, these are online comedy bits, but they are funny because they capture something true.
Many jobs are stressful and I believe that people in other fields handle their stress better or, at the very least, feel compelled to maintain that appearance. I started my PhD a bit later than average. Before doing so I worked in a few other fields, some of them more stressful than academia by reasonable standards (higher consequences of mistakes for oneself and/or for others, faster pace work environment, higher likelihood of being insulted/embarrassed by supervisors, what have you).
Why do PhD students complain so much?
I see a few reasons why PhD students have such a hard time.
Admittedly, there is a lot of work. But there are lots of jobs where you need to work very hard for long hours.
In many disciplines, there is no clear management structure where someone can tell you what to do when and when you are done. Of course, this can be stressful.
Because of the nature of theoretical innovation and research, one is never "done" with work. There is only a choice of when one is going to stop for the day or stop on a particular project (e.g., by submitting for publication).
Many PhD students have spent little time outside of school and academia. Most of their schooling until the PhD program was very structured with short-term goals. In a PhD and now they are responsible for defining their own projects.
PhD programs may attract uniquely stressful, driven people.
Maybe the idea of being a "student" fosters immature attitudes about the work environment, even though PhD students must deal with real adult workloads. People in many other lines of work have no illusions about their obligation to handle their workload.