The answer, I believe, is found in 2 Cor.4:7: “For this slight momentary affliction is preparing us for an eternal weight of glory beyond all measure.” “Slight momentary affliction,” which as we will see is pretty heavy duty suffering, is what work in us an immeasurable “eternal weight of glory.” And whatever exactly the latter is, I gather it's what we want as Christians. Paul seems to make it a sine qua non of glorification in Romans 8:16-17: “. . . it is that very Spirit bearing witness with our spirit that we are children of God, and if children, then heirs, heirs of God and joint heirs with Christ—if, in fact, we suffer with him so that we may also be glorified with him.”
That's just the problem, of course. We don't suffer for the sake of the gospel much in this country. Or if we do, we don't realize it to embrace and wrestle with as the array of verbs Paul uses with suffering requires. So we ignore or gloss suffering when we meet it in scripture never really coming to terms with the density of its data on suffering (and we haven't talked about Jesus or the Old Testament!) or the theological weight Paul invests it with.
The rationale for this inevitability of and necessity of grappling with suffering is rather simple. Living as God's people in a still not-yet-fully-redeemed-world means conflict with it. Real, full-body, whole person conflict. Think the Civil Rights movement. Imagine what kind of conflict might come our way should the church in North America decide to celebrate Christmas with only a modest purchase of gift. That would make a negative significant dent in the fourth quarter bottom lines of a bunch of businesses. They might just take exception to that! But at any rate, conflict and suffering are intrinsic to our calling.
God uses this suffering as perhaps nothing else to shape us into the image of his Son (Rom.8:29) who himself “learned obedience through what he suffered” (Heb.5:8).
So if we don't suffer - and remember, this suffering is that incurred through following Jesus and not that all humans encounter on their journey through life – then we have to ask ourselves about the nature of our following of Jesus. My following of Jesus. Because I'm not suffering much either.