Use it when someone keeps mentioning events or details that add to a feeling of sadness. After the breakup, her friends kept piling on the gloom with their own sad stories.
Pro Tip 2/3
Negative reinforcement
It's used to describe making a situation feel worse by continuous negative comments. He lost his job, and his colleagues piled on the gloom talking about the tough job market.
Pro Tip 3/3
Avoid in comfort
Avoid using this phrase when trying to comfort someone as it can make you seem insensitive. When she started to cry, I knew it was time to stop piling on the gloom.