It might sound cruel, but putting your characters through hell offers them many opportunities for growth and development. As an African proverb best puts it; Smooth seas do not make for skillful sailors.
Story is about conflict. Character have their own motivation (or they should). They work from the needs, fears, and primal wants that drive people through life. A story tells of that struggle, but more importantly, how the character grows from the experience.
There are two types of conflicts. One type of conflict is about the internal struggle. These struggles help mold and shape the personality of your character.Personal fears, anger issues, or other emotional baggage offer the character something to grow from, or be stuck in their struggle forever. The second type includes the external conflict that acts upon the character. External conflicts might include an antagonist who works against their goal, or problems like losing a job or loved one.
Where would Scarlet O’hara be without losing her beloved home, the man she loved, and all the other misery she suffered? Where would the story be?
What about War of Worlds, with the impossibility of surviving an alien invasion? What of Huck Finn, running away from home?
Story is conflict as much as conflict is story.
I find such thinking also lends to our real lives, where how we deal with problems define who we are as individuals. Do we wilt in the face of adversary or do we take up ‘arms against a sea of troubles and by opposing end them?’