People were killed while he wasn't around.
His aunt and uncle who the audience has already become attached to, given time to build a rapport in multiple earlier scenes.
Rey's little village also gets fucked up and she can't stop it.
Who cares? She certainly doesn't. Why should the audience? Do we know anyone besides the mean boss guy?
He gets picked on at a bar.
After claiming he can handle himself and naively bringing in droids. He can't and has to be saved unexpectedly by Obi Wan. Contrast that with Han slick bravado, believable for a roguish smuggler. Maybe Finn is supposed to be the inept naif, but the problem is tatooine isn't his home and Rey should also be one! He just runs through it and it adds no depth to his character (maybe in some deleted scenes) and he isn't used as skillfully as a foil for Rey like Han, Obi Wan and even Leia are for Luke.
She gets pushed around by her boss.
When? By giving her a few less portions? Ooooh so sad.
I actually liked those scenes (like her making dinner and with the helmet, meeting bb4 and scavenging) as they came close to actually developing her character meaningfully.
But no, shes all too quickly being sold out by the boss, jumped (and defending herself inexplicably well against two unknown assailants), and being shot at while she's running. Action isn't character development, unless you're a virtuoso film maker like George Miller and his crew.
as far as events they were actually present for, there are no major defeats for either in the first movie.
For Luke losing his friends, losing his change for glory and adventure, then suddenly brutally losing his adoptive parents (when he might have warned them) and the only home he ever knew. Alderaan is sold by Obi Wan, asteroids and Leia. They lose four planets in TFA (which we even get to witness), but we only care slightly about even one of them because we met one character in a scene with Leia. It's pretty safe to say many people cared more about Alderaan despite never seeing it than whatever the hell those planets were called.
What's maybe more important is that we see the rebellion lose from the very first scene (ship, soldiers, plans and droids, an ambassador, a planet, fighters), and keep losing until virtually the penultimate scene. The only reason that's marginally paralleled in TFA is it's almost blatanly copied, without all the details underpinning it that made it so successful.
For Rey, she loses an unknown parent or guardian (we don't know, and she never brings it up). She seemed lonelier to me than overwrought about being abandoned by her family, or truly anxious about leaving or excited at possible random reunion, but still they get credit for that. IMO some of her best actual acting is when she says lines like 'I can't believe there is so much green in the world' (sorry for the paraphrase), though Fords sympathy sells it too.
Also she doesn't lose really, moving from the sucky lonely life of an orphan in a bleak desert, but continually traded up for a more exciting life of being a co-pilot with friends and a father figure or more power and possibilities. Han by contrast didn't give a fig about Luke or Obi Wan (who definitely wasn't a father figure for Luke), but money and only very reluctantly joined the fold. Luke was also a mopey rube dreaming about running away, effectively to join the army, while Rey was immediately comfortable and right at home wherever she went. Luke by contrast had something to prove, worth left to demonstrate. His character had somewhere to go. Rey we just kind of follow from scene to scene, from success to success. Even supposed faults are successes for her, like locking up the alien tentacle monsters or 'denying the call' and getting captured just to show off how quickly and naturally she can master intricacies of the force all on her own without any instruction. At least Abrams was smart enough to leave a mystery as a centrally important part of her character. Despite all these weaknesses and more, I still like Rey (and Poe and Finn) and that sort of Charisma has to count for something. It's just too bad the film worked so hard against it.