How do you guys cope with the fact that the world isn't getting any better?

I'm going to address your question in two ways it may be read.

The world is worse than it was

I completely disagree, I think the world has never been better. Look back even 70 years and you have the threat of cold war, other wars (Korean War, conflicts in Vietnam, Cambodia, Middle East, ...), much more poverty, starvation (China's Great Famine), illiteracy, a lot more nasty pollutants that we've since moved away from.

To go a bit more US-centric, although much of this is mirrored elsewhere to varying degrees, you had much, much higher crime rates (possibly due to lead in gasoline), women could be raped by their husbands and had minimal rights, gay people were persecuted, black people were killed for fun (lynchings) along with other deplorable treatment, etc.

Right now you live in a world where practically all information is available at your fingertips at minimal cost, where most people will at least tolerate your presence even if you don't fit neatly into their ideal world, where we've made a lot of progress on limiting and reversing environmental damage (ozone layer). We have more medical cures & treatments, longer lifespans, greater nutrition, more education, incredible entertainment options (Netflix, Steam, YouTube, etc.).

The world is better than it ever was, but the pace of improvement has slowed / gone stagnant

Yeah I get the anxiety, things do seem more unstable than they were 10 years ago. I'm super thankful to be living in our so-far-the-best age but I don't take for granted that it can stay wonderful. Much of the benefits we now enjoy were hard-won victories that required hard work, and I suspect that to keep making the world a better place it'll require us to pay it forward by also working hard. But don't take it for a given that we're due for pain and conflict; human events are too complex to follow simple narratives and it's possible in 5 years we'll all be relaxed and thankful that these current problems fizzled out.