The purpose of this is to maybe set askew the common thought that God's favor somehow implies ease in life.
Starting off early, we have Noah. Honestly, if i witnessed what he witnessed, i'd have preferred to have been swept away by the waters. All his friends and neighbors, extended family, everyone; wailing and screaming in fear as the first few drops began to fall after the doors of the boat were supernaturally closed. The cries would've grown louder as the rain grew heavier; as the earth itself split to release the firmament from below, the shrieks of men, women, and children would've faded into the roar of water crashing against the sides of the ark. It's hardly a wonder one of the first things he did (after setting up an altar to God) was begin fermenting beverages.
Next would be Jacob, ever-shadowed by his elder brother, the hunter-gatherer, Esau. His mother, nigh as deceitful as himself, devised a plan to get Jacob the birthright. But what good is a birthright if he leaves his home? He works for his uncle for the better part of a decade, only to get the wrong girl, and then another seven years he labors for the girl he truly wanted--and her womb was closed up. Leah bore him child after child, and yet Rachel, his love, is left without child for decades. She became desperate (as did Jacob) and, after Leah had stopped bearing children, offered Jacob her slave-girl, Bilhah. He bore two sons through her. And Leah then offered her own slave-girl, Zilpah, who then bore two more sons. Eventually, Rachel is able to conceive, and her son is named Joseph, who is betrayed by his brothers and sold into slavery, leaving Jacob to mourn his faked-death. Joseph, the favorite of Jacob, eventually led the Hebrews into Egypt.
Next comes Moses, that one fellow who was abandoned as a child, raised by those who oppressed his family, flees, marries a woman of another land (and is ridiculed for it), and mocked by his adopted brother.
Job, the besieged, is chosen to be the target of Satan because God saw him to be a faithful man. God favored him, therefore torment was everywhere in this man's life as Satan wreaked havoc in all the authority that God allowed him to have over Job; wealth, possessions, family, health, everything. Boils upon boils, resulting an insatiable itch covering the entirety of his body that would've felt as an acidic burn if he'd tried to scratch. This man was favored by God. This distraught, helpless, poor man sitting in the ashes of his life.
Ezekiel's wife dies, and he's commanded not to mourn or weep for her.
David is hunted by his king like an animal.
The author of Lamentations, presumably Jeremiah, describes his skin having sloughed off, his bones broken, his teeth shattered by gravel; he speaks of children fainting in the streets, begging for something to drink, dying in the arms of their mothers ("gasping out their last breath in their mother's bosom"); "the children I held in my arms and raised, my enemy has destroyed," he says. If there is a more tragic sight (other than that of a Father watching His only begotten Son, blameless and holy, beaten and tortured, naked and nailed to an execution stake like a criminal) i'd rather not know of it.
Paul is described as not knowing what he would suffer for Christ's sake, and yet was one we would call favored.
The greatest affliction, that of Christ on the cross (dubbed his "being glorified"), dripping with the sin of the world; this Man, the only begotten Son of God. Hardly an image of favor. Or is it?
In all these examples, it would seem the greater the suffering, the greater the favor God has for the object of affliction. We are told in Romans 5 that tribulations bring...hope.
God promises to withhold no good thing from those He favors, and that all things work out for good for those who love Him and are called according to His purpose. Some examples of good things are love, joy, peace, patience, kindness, goodness, faithfulness, humility, self control; what of these do not come about except through some sort of suffering? 1 Corinthians 13 says love is, first and foremost, long-suffering; that, if we love, we will suffer long for it. Understanding of joy does not come unless one knows misery. Peace does not come without war; patience without situations that would call for great unrest; kindness without circumstances where one has been treated cruelly; all of these qualities require a grasp of their antonym, an understanding of their absence.
And God will withhold no good thing from those He favors. Those who love Him and are called according to His good purpose are guaranteed scenarios in which these fruits of the Spirit will have the fertile, volcanic soil where they may blossom and grow (intense struggles). He also promises that, through perseverance, these fruits will set.
Without rain, there is no harvest. Without trial, no judgement--or mercy.
He will not leave His favored ones without struggle, or else they would bear no Spiritual fruit.