This. "If a character never suffers, is it even really a story?" Like, yeah, we hate to see our characters (be they who we wish we could be, who we wish we could be with, or who we want to see more of in the world) suffer, but it's that suffering that makes the end goal worthwhile. no one would read a story where Naofumi shows up and someone says "Hey friend! Here's an enslaved raccoon girl, a giant bird that can turn into a humanoid, and the princess of a nation. That's your mansion and here's a million units of currency." Yeah, that would be grand for the character. BUT you'd get people reading one, MAYBE two chapters, then demanding a refund (Even on here, where reading it is free, they'd demand a refund of the time wasted).
As humans, we CRAVE conflict. We are a violent species. Rising of a Shield Hero is only good BECAUSE Naofumi suffers so much, so you're left wondering how the hell he's gonna deal with this new turn, this new accusation, this new psycho-babbling-bit- I'm getting off-topic. My bad. But you get my point. We're only interested in the destination BECAUSE of the journey.