I have a feeling you are right to. Of course, to my mind the two characters that clearly Shakespeare wishes us to have sympathy for are Helena and Hermia in the various plights that face them. It is often said that a Shakespearian comedy is actually very close to a Shakespearian tragedy, and if we examine what occurs in Act I scene 1 we can definitely see this. Note the strong language that Egeus uses when talking to Theseus about his daughter and his "right" to "dispose" of her as he wants to:
Be it so she will not here before Your Grace
Consent to marry with Demetrius,
I beg the ancient privilege of Athens:
As she is mine, I may dispose of her,
Which shall be either to this gentleman
Or to her death, according to our law
Immediately provided in that case.
It is important to realise that women were regarded as property of men. They are obviously not equal to men, as this speech shows. Egeus demands the right to pick who Hermia will marry, regardless of Hermia's own feelings. Although Theseus modifies the choice she must make to seclusion in a convent for her life or giving in to her father's wishes, it is still a grim choice that shows male superiority.
With Helena, we feel sorry for her by the way that as a woman she is abused by Demetrius, whom she loves. Note what Lysander says about Demetrius in Act I scene 1 and his relations with Helena:
Demetrius, I'll avouch it to his head,
Made love to Nedar's daughter, Helena,
And won her soul; and she, sweet lady, dotes,
Devoutly dotes, dotes in idolatry,
Upon this spotted and inconstant man.
Demetrius is shown to have won Helena's "soul" and then to have cast her off in his pursuit of Hermia. When we see Helena, it is hard not to sympathise with her in her plight. She is still desperately "doting" after Demetrius, but he has no time for her. This suggests that women are viewed as discardable objects by the men of this play, as is shown when both Lysander and Demetrius fall in love with Helena and Hermia has to realise what Helena has experienced.
Thus both characters, Helena and Hermia, suggest the inequalities of being a woman in a man's world in this play. It is clear that their gender alone renders them powerless in a world where men hold all the power.