Ye- no. Annie's lore can't compare to Skarner's.
Yeah, Annie lost her family to misfortune, but Skarner woke up to see his skinned alive (well, what counts as "skinned" in the world of giant rock scorpions) before his very eyes whilst deafening explosions happened all around him.
Skarner was forced to mercilessly slaughter the intruders before they could harm anymore of his family and friends.
Skarner tried to wake them up but everyone that was successfully awoken died shortly after. The others simply wouldn't wake up at all.
He wandered aimlessly above the sands for weeks, consumed by sorrow.
Then, he finally hears a call, a faint hope in the depths of despair, the screams of his tormented brethren, crying out for help.
Now he is forced to choose between either guarding his still sleeping kind, or rescuing the crystals the humans took, and only after several weeks of listening to their cries, does he begin his long task.
Annie is subconciously forgetting all that transpired while Skarner's every single waking moment is filled with pain, anger, hate, worry, fear, doubt, and utter despair.
He constantly relives the moment, and hearing another scream brings him both joy and agony in equal measure.
And he is forced to stoically endure it all as he puts his life on the line by throwing himself at the humans who stole his kind from him.
Annie has nothing to fear, for she wields great power as well as having a guardian by her side, but Skarner doesn't have any magic, any guardians, nothing. Having known only collectiveness, peace, and unity, he is now completely alone on his journey.
So no, whilst Annie's story is indeed sad, Skarner's is at least twice as sad, if not more. Blissful ignorance and denial is nothing compared to soul-crushing depression and constant pain.