In my opinion, Alexandra feels sorry for Atticus because he is the only character in the town with the guts to do the moral right whenever it is in his power to act. She makes some pretty powerful comments about what the town expects of him... essentially she wonders when it is going to be enough. He is currently doing the right thing on behalf of Tom in wanting to appeal because the trial was unfair, but when this "accident" happens to Tom, she wonders if it is really all worth it. She feels sorry for the fact that people don't follow Atticus' lead and it is hard to be a minority when it comes to morality.
The only support he has is unspoken. He has the support of Judge Taylor, Maudie, and Heck Tate. But these folks expect him to be the voice of right.
Although it seems at times that Atticus has little support in the community, Miss Maudie assures both Scout and Alexandra that he has more friends than they realize. Maudie tells Alexandra that
"... whether Maycomb knows it or not, we're paying him the highest tribute we can pay a man. We trust him to do right. It's that simple."
The "we" Maudie means are the small but mostly silent members of the community who believe in fairness and judicial honesty.
"The handful of people in this town who say that fair play is not marked White Only; the handful of people who say a fair trial is for everybody, not just us... The handful of people in this town with background, that's who they are."
Some of those people included Sheriff Heck Tate, Link Deas, Mr. Avery and Dr. Reynolds, who were all present the afternoon they visited Atticus on his lawn to warn them of possible hostile interference when Tom was moved to the jail.
Aunt Alexandra feels sorry for her brother Atticus at the end of the chapter. That is when he has to go and tell Mrs. Robinson that her husband has been shot to death by the guards at the prison. Basically, she feels bad because he, alone among the people of the town, is trying to do the right thing with regards to race.
When it comes to that, I would think that the only real support Atticus has is his two kids. Alexandra loves him but does not really agree with his views on black people. Calpurnia probably cannot be much of an emotional support to her white boss. So all he is really left with is the kids.