Notice the use of the word with.
Normally with is a preposition.
In the original sentence it is idiomatic and takes on a meaning similar to because, since, or considering.
I can understand why you are complaining considering the place is in such a mess.
I can understand why you are complaining since the place is in such a mess.
I can understand why you are complaining because the place is in such a mess.
Any of the above examples are more common than the original construction. Using since is probably the most common construction.