Choosing to Suffer?
In scenarios like the Roy game and Alan Watts' dream thought experiment, the player chose to live a life involving suffering but forgot this during the game. They'd remember this choice when they woke up.
In “The Matrix”
Agent Smith had this to say about suffering:
Did you know that the first Matrix was designed to be a perfect human world? Where none suffered, where everyone would be happy. It was a disaster. No one would accept the program. Entire crops were lost. Some believed we lacked the programming language to describe your perfect world. But I believe that, as a species, human beings define their reality through suffering and misery. The perfect world was a dream that your primitive cerebrum kept trying to wake up from. Which is why the Matrix was redesigned to this: the peak of your civilization.
In future video games, non-player characters could act just like conscious beings but without the ability to genuinely feel anything, including negative sensations. It would be up to the simulation's creator whether they want billions of characters to experience genuine suffering or not.
Suffering in Christianity
In the Bible, Adam and Eve initially lived in paradise but were given free will. They decided to disobey God, and the world was cursed, causing suffering to fill the world. After death, some people would go to live in paradise forever, while most would go to suffer in hell, perhaps forever.
In a Purely Physical World
If the physical world is all there is, then suffering is just a part of the accident of life. Though at least it wouldn't last forever, like hell might.