Expresses empathy by being thankful for not being in someone else's situation.

Empathetic Relief

Sometimes used ironically to mean you might actually want to be in that situation.

Subtle Irony

Used in informal situations among friends or colleagues.

Shows a personal lack of desire to be in someone's place.

Implies sympathy for the difficulty of the task someone is undertaking.

Acknowledges that the other person is taking on something the speaker is not willing to.