Indeed. Not only did he receive no sympathy or support for his loss, for the first ten years all he got was how much his aunt and uncle hate them. On top of that, when he does make it to the Wizarding world everyone is so enamored of him and talks about his parents so highly, but also very sparingly. And some of those people who do talk about his parents (ie, Draco and Snape) do so to insult one or both of them.