When the Pagan suffers, it is usually just that: raw pain. But when the Christian suffers, he gains reward, for he/she receives wisdom. Proverbs 10:13 This to me is a tremendous advantage as a Christian, because for the Pagan, they usually learn nothing from their troubles, and to make it worse, they have no power to stop their pain from being repeated, for as Jesus so emphatically stated, "I tell you the truth, everyone who sins is a slave to sin." John 8:34
When a Christian suffers, we have the Holy Spirit to teach us in our pain, that we might learn valuable lessons from our difficulties and despairs. Hebrews 5:7-9 If our anguish is the result of our own sin, then we learn not to repeat that sin, and through Christ, we receive power to resist such temptations that only bring us guilt, shame and harm. Philippians 4:11-13
The Pagan has no such divine strength, and except for the restraining hand of God, has no choice but to be a slave to his/her sin, and thereby endlessly repeat the cycle of suffering that sinning always brings.
If you sin, you will suffer. So if you want to minimize the sufferings you have to endure in this earth, then it is obviously better to turn to God and receive from Him the necessary wisdom and strength that only He can give to keep us from falling into addictive and self-destructive patterns of behavior. Without God there is only one destiny, and that is to perish, Proverbs 14:12 but with God I can substantially minimize the sufferings that sin always brings.
"I can do all things through Christ which strengthens me." Philippians 4:13
