Because back when these beliefs became super popular people lived awful, painful lives, especially the poor. Poor people were the most religious for a reason, they thought if they acted stoic and did the work they were meant to do and faced abuse from daily living that they would someday be saved and go on to live a beautiful, painless life.
It was probably also a way to cope with death that was all around you, watching your infants/toddlers die when you hoped they'd survive, watching parents and siblings die, your loved ones, etc. Hoping that they didn't suffer for nothing.
It is an interesting question; why does God make us suffer? People have interpreted it as being a test of fortitude, I guess. It's a way of coping. The real answer is this is all a way to cope with death, as experiencing death is traumatizing. Watching people get sick and waste away, when people die of sudden horrible accidents, watching poor drunkards die in the streets, the outskirts of your village a battlefield for land skirmishes, etc. It's just a coping mechanism.