Because there is life there — I didn't say happiness, mind you. I didn't say comfort. Of course not. But there is value in going towards your pain. It tells you something. Usually something valuable (and when your life contains peaks of happiness and depths of pain it is beautiful).
You don't need to cause yourself pain — life will bring plenty. You don't have to celebrate pain or camp out in it unnecessarily. Just don't avoid it — no — embrace it when it comes.
As Christians, with Jesus as our model, we observe His life and aim to emulate it. We see a human who had a range of feelings and experiences. He felt them all, experienced them all. It was brave and difficult.
If our lives are to be like Jesus, then we embrace the dynamics of life. We must laugh, cry, weep, be angry, and yes, at times, go towards pain.