Why do we have to go through this suffering? For the same reason that Christ did. Verse 10 gives the answer, "that I may know Him." In what way? By the experiences of going through the same kinds of sufferings He went through. We gain intimate knowledge of what it took for Him to do what He did even though our tests, trials, and sufferings are considerably toned down so that we can bear them. It is almost as if we are given a little taste of walking in His shoes.
That is why we are here and that is why we suffer. There is very good reason why we have to go through it. If we do not, we do not really know Christ. He Himself says in John 17:3 that eternal life is to know God.