I suppose that when I watched this (before Xander's speech) I really did feel a little sympathy for Dawn. Joss showed us over the series how hard it can be to be a champion, or someone with some supernatural gift to bring to the mix, but in this episode we get a glimpse of how hard it can be for someone who isn't "special".
The only thing about Dawn that was really extrodinary at this point in her life is that she used to be a ball of energy and that most of her life had essentially been a lie. She had a slayer for a big sister, friends who were demons or witches, but nothing in herself that she felt made her "special" I guess. Being a potential was a chance at having a mission in life; being one of the "chosen few" just like her big sister once was. And then in an instant that possibility was taken away. So yeah, I can definitely sympathize with Dawn.
But then we hear Xander's speech, which was brilliant writing in my opinion, and it was great to see the "un-superheroes" getting some attention. They may not have to deal with the same problems and trials as Buffy or Anya or Willow, but it didn't mean that their life was necessarily any easier. And then I couldn't help but feel a little sympathetic towards both Dawn and Xander (but in a warm and fuzzy way, I guess).
That being said, Dawn was still very young in Season 7 and I think that eventually her character would (or will) find her own place in the supernatural world. She just hasn't had the time or the experience to find that place yet, and she's lucky enough to have a safe haven with her "circle of superhero friends" until she does.