Look, if God is behind all this, then everything that happens is from Him. Why does it hurt unless we feel it's unfair. Does God owe you anything? Unfairness is blame. Those who truly believe thank God for everything, the good and the bad. Otherwise you are judging God.
We are emotional beings with feelings. Are we supposed to deny that things hurt? It’s how we handle those hurts that brings forth our character. Yes, He tells us to thank Him in all things, and I do. Doesn’t mean it doesn’t hurt though.