A writer may make their characters suffer for a number of reasons. The first most notably is probably because the story would otherwise be quite dull. A character who cannot overcome any obstacles or be affected by any situation would not make for an interesting read. In 'Don't Look Now', for example, the main character John suffers because he does not believe a word the two psychic sisters say and gets protective over his wife. Later on he thinks he sees his wife when she's actually gone back to England and this makes him suffer because he thinks everyone is covering up the fact that she's there. Ultimately because he doesn't listen he suffers the consequences and gets killed, but imagine if John never suffered in this story. How dull would it be then?
Likewise in Tolkien’s The Lord of the Rings, how could the story be so appealing if no one suffered in the slightest? Would the elves be able to tell a story of the suffering of the free peoples of Middle-Earth and the great division between dwarves and men, for example? If not, that would totally undermine the significance of Legolas and Gimli’s friendship created by the end of the tale. If the Fellowship of the Ring was never broken apart and Boromir and Gandalf never got killed, the story would be considerably less dangerous and just a bit boring. Suffering creates interest amongst danger and insight. Suffering is necessary in characters for a good, engaging story.
I agree that characters suffer to avoid dull stories. It's the idea that to make a story you create a character and do the worst you can to them in order to make conflict, and then force them to overcome it. And it works, because without conflict there is no story and no-one wants to read a story where basically nothing happens.
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