What they want is for us to listen with empathy and without drawing comparisons to our experience. Yes, women as a whole are a marginalized group. However, Black women are categorically MORE marginalized. And, white women – including white feminists – have too often been part of that Black women's marginalization. Black women are more marginalized in every single other marginalized group.
"All women suffer" or "other women suffer" feels like more marginalization. When someone shares their pain, it is never the time to talk about yours or some other person's pain. Empathize and forgo comparisons.
Consider this jarring simile: If you were raped, you would not want someone telling you that other people get raped too. That would be diminishing your lived experience and the exegencies of your need.