Sri Paramahansa Yogananda, Journey to Self-Realization, page 32

 God created this dream universe for entertaining Himself and us. The only objection I have to God’s lila is this: “Lord, why did You permit suffering to be a part of the play?”

Pain is so ugly and torturing. Existence then is no longer entertainment, but a tragedy. That is where the intercession of the saints comes in. They remind us that God is all-powerful, and if we unite ourselves with Him, we will no longer be hurt in this playhouse of His. It is we who inflict pain on ourselves if we transgress the di­vine laws on which He rests the whole uni­verse. Our salvation is to unite with Him. Unless we attune ourselves to God and know thereby that this world is but a cosmic enter­tainment, we are bound to suffer.

It seems that suffering is a necessary discipline to remind us to seek union with God. Then, like Him, we will be entertained by this fantastic play.