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Someone has a problem, and you are tempted to give advice.
Then you remember the internet screaming at you — "Ugh! People who give advice are the worst! Just let me vent, I don't need your solutions!" — so you shut up.
This is not a nuanced view. Let's try something better.
"Why giving advice doesn't work?" Wrong question.
It is hard to prove to yourself that giving advice doesn't work. You can't beat yourself into shutting up a priori. You will need to get a demonstration, multiple times, both as an advice-giver and as an advice-recipient, that advice isn't particularly helpful.
And even then, sometimes it is helpful. So you will not get a demonstration that "advice doesn't works", no matter how much angry people on the internet claim otherwise. You will simply become more realistic about what you can do by offering solutions. You will start discounting them, and you will start looking for other strategies.
What can you do?
You can help by doing actual work. If you want to help someone find a job, write a resume for them. Give them specific things they can say at an interview. Find job positions for them. Ask around on Twitter, etc.
If you don't want to do actual work, you have to help by talking. That's called therapy.
Psychotherapy as a Developmental Process gives three ways therapists help their patients: enactment, interpretation, attention guidance. See "How therapy helps" for more.
The summary is: you can help by sharing your own experience, or by pointing at specific parts of the other person's experience. This is good. You can also help by trying to get the other person to adopt your own worldview. This is what people sometimes call "giving solutions", and at least in my experience it's not good.