Perhaps the the ultimate objective in life isn't to have a comfortable life like the world implies but rather to be better persons.
Think of it, what if you really did enjoy the perfect life? No problems, no enemies, no difficulties.
Would you like these questions asked at the end of your life: You mean you've never forgiven anyone for an offense? You've never had a weakness to overcome? You've never sacrificed your own interests for others good? Never had to endure discomfort?