There are those who live in a world without spiritual beliefs or religion. I used to be one of them. I am no longer. Therefore, my response comes from the perspective of one who follows Jesus. I fully understand that there are many who believe I am, therefore, living in a world of make believe. This is fair, but it does not change what I believe...
We suffer because we have been given the freedom to choose. Unfortunately, the consequences of this freedom are that we reap the results of our choices and, sadly, the choices of those around us. When those choices run against the way that God designed us, then things go wrong and we create suffering for ourselves and everyone around us.
The hope lies in that we can learn from the suffering and, with the help of Jesus, understand once again that there is a right path to follow. Learning to walk that path will lead us to an understanding of our true purpose.
This is why we suffer.