Once Richard loses the crown, he becomes really good at playing the role of a suffering martyr. He may have murdered his uncle, almost bankrupted the kingdom, and suffer from way too much self-esteem, but it doesn't matter – he's so good at self-pity that it's almost impossible not to feel sorry for him.
Unlike many sufferers, Richard's development as a result of his suffering is actually pretty interesting to watch. The journey from all-powerful king who nobody ever criticizes to penniless prisoner is a long one. Challenged for the first time in his life, Richard has to think long and hard about what it all means. His suffering ends up allowing him to see things clearly – even more clearly, in some instances, than Henry Bolingbroke himself. His suffering also gives him an opportunity to do what he does best: make himself into a legend and turn his life into a story. (Translation: Richard's suffering allows him to go into full-on "drama queen" mode.)
Richard learns to see more clearly through his suffering. Once he's removed from the court he tries, for the first time, to honestly understand his place in the world.
Even after his fall from power, Richard remains self-centered and more or less immoral. Even as he's receiving exactly the treatment he gave Gloucester, he doesn't seem to regret killing him or see the parallels between their situations.