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Grammar detail: 何が悲しくて 〜 なければならない

何が悲しくて 〜 なければならない - expressing unfairness
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なに
かな
しくて
+
verb なければならない form
+
(optionally) の or のか etc.
expresses the idea that something you are forced to do or some situation that befalls you is unfair.
ほか
みんな
いわ
いしてる
のに
なに
かな
しくて
そんなさびれ
てた
とこ
かなきゃならない

Why on earth do I have to go to such a lonely place while everyone else is celebrating?
Note that this is an idiomatic expression. To express the idea of unfairness more literally would require nominalizing the initial expression with というのは, かというのは, って, かって - for example, 何が悲しいって etc.
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Kanji used in this grammar

カ   なに    なん what?   
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ヒ   かなしい sad   かなしむ to be sad   
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タ   ほか other   
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シュク   シュウ   いわ to celebrate   
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カ    result   はたす to carry out   は end, extremity   はてる to come to an end   
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コウ   ギョウ   アン   ゆ    い to go   おこな to take place   
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