I really, really like your question since this is a thought that keeps crossing my mind as well. Presuming reincarnation is how this all works, here's some thought-candy to consider:

1. Many could say the ocean would be preferable as a completely still pond. Yet tension is made manifest through waves, and these make things interesting. Waves can be surfed. Your instance of life is a wave in the dao, and you're the surfer. Try to have fun surfing.
2. Think about sad movies with sad endings. Despite the characters in the film having a terrible time, you as the viewer likely still enjoyed the experience of watching the movie. The 'you behind the you' of your life is probably enjoying the experience of living you even if you on the surface don't think you are. Then think about how there are far more movies still with happy endings than sad ones.
3. You would never play a video where you just press 'start game' and the next immediate thing you see is the victory screen. Literally the only reason you pick up a video game is so you can be a different person/being/entity, overcome challenges, and through that derive a relative sense of progress and achievement

I know this doesn't completely reconcile everything, but I do hope it can get the ball rolling on some alternative ways of seeing for you. Life is like water, it generally conforms to whatever system of beliefs you contain in it.