SB 10.88.8

śrī-bhagavān uvāca
yasyāham anugṛhṇāmi
 hariṣye tad-dhanaṁ śanaiḥ
tato ’dhanaṁ tyajanty asya
 svajanā duḥkha-duḥkhitam
Synonyms: 
śrī-bhagavān uvāca — the Personality of Godhead said; yasya — whom; aham — I; anugṛhṇāmi — favor; hariṣye — I will take away; tat — his; dhanam — wealth; śanaiḥ — gradually; tataḥ — then; adhanam — poor; tyajanti — abandon; asya — his; sva-janāḥ — relatives and friends; duḥkha-duḥkhitam — who suffers one distress after another.
Translation: 
The Personality of Godhead said: If I especially favor someone, I gradually deprive him of his wealth. Then the relatives and friends of such a poverty-stricken man abandon him. In this way he suffers one distress after another.
Purport: 

Devotees of the Supreme Lord experience both happiness and distress — not as consequences of material work but as incidental effects of their loving reciprocation with the Lord. Śrīla Rūpa Gosvāmī, in Śrī Bhakti-rasāmṛta-sindhu, his definitive treatise on the process of devotional service, explains how a Vaiṣṇava is relieved of all karmic reactions, including those that have not yet begun to manifest (aprārabdha), those that are just about to manifest (kūṭa), those that are barely manifesting (bīja) and those that have manifested fully (prārabdha). As a lotus gradually loses its many petals, so a person who takes shelter of devotional service has all his karmic reactions destroyed.

That devotional service to Lord Kṛṣṇa eradicates all karmic reactions is confirmed in this passage of the Gopāla-tāpanī śruti (Pūrva 15): bhaktir asya bhajanaṁ tad ihāmutropādhi-nairāsyenāmuṣmin manaḥ-kalpanam etad eva naiṣkarmyam. “Devotional service is the process of worshiping the Supreme Lord. It consists of fixing the mind upon Him by becoming disinterested in all material designations, both in this life and the next. It results in the dissolution of all karma.” While it is certainly true that those who practice devotional service remain in material bodies and apparently material situations for some time, this is simply an expression of the inconceivable mercy of the Lord, who bestows the fruits of devotion only when it has become pure. In every stage of devotion, however, the Lord watches over His devotee and sees to the gradual elimination of his karma. Thus despite the fact that the happiness and distress devotees experience resemble ordinary karmic reactions, they are in fact given by the Lord Himself. As the Bhāgavatam (10.87.40) states, bhavad-uttha-śubhāśubhayoḥ: A mature devotee recognizes the superficially good and bad conditions he encounters as signs of the direct guidance of his ever well-wishing Lord.

But if the Lord is so compassionate to His devotees, why does He expose them to special suffering? This is answered by an analogy: A very affectionate father takes the responsibility of restricting his children’s play and making them go to school. He knows that this is a genuine expression of his love for them, even if the children fail to understand. Similarly, the Supreme Lord Viṣṇu is mercifully strict with all His dependents, not only with immature devotees struggling to become qualified. Even perfect saints like Prahlāda, Dhruva and Yudhiṣṭhira were subjected to great tribulations, all for their glorification. After the Battle of Kurukṣetra, Śrī Bhīṣmadeva described to King Yudhiṣṭhira his wonder at this:

yatra dharma-suto rājā
 gadā-pāṇir vṛkodaraḥ
kṛṣṇo ’strī gāṇḍivaṁ cāpaṁ
 suhṛt kṛṣṇas tato vipat

na hy asya karhicid rājan
 pumān vetti vidhitsitam
yad-vijijñāsayā yuktā
 muhyanti kavayo ’pi hi

“Oh, how wonderful is the influence of inevitable time! It is irreversible — otherwise, how can there be reverses in the presence of King Yudhiṣṭhira, the son of the demigod controlling religion; Bhīma, the great fighter with a club; the great bowman Arjuna with his mighty weapon Gāṇḍīva; and above all, the Lord, the direct well-wisher of the Pāṇḍavas? O King, no one can know the plan of the Lord [Śrī Kṛṣṇa]. Even though great philosophers inquire exhaustively, they are bewildered.” (Bhāg. 1.9.15-16)

Although a Vaiṣṇava’s happiness and distress are felt as pleasure and pain, just like ordinary karmic reactions, they are different in a significant sense. Material happiness and distress, arising from karma, leave a subtle residue — the seed of future entanglement. Such enjoyment and suffering tend toward degradation and increase the danger of falling into hellish oblivion. Happiness and distress generated from the Supreme Lord’s desires, however, leave no trace after their immediate purpose has been served. Moreover, the Vaiṣṇava who enjoys such reciprocation with the Lord is in no danger of falling down into nescience. As Yamarāja, the lord of death and the judge of all departed souls, declares:

jihvā na vakti bhagavad-guṇa-nāmadheyaṁ
 cetaś ca na smarati tac-caraṇāravindam
kṛṣṇāya no namati yac-chira ekadāpi
 tān ānayadhvam asato ’kṛta-viṣṇu-kṛtyān

“My dear servants, please bring to me only those sinful persons who do not use their tongues to chant the holy name and qualities of Kṛṣṇa, whose hearts do not remember the lotus feet of Kṛṣṇa even once, and whose heads do not bow down even once before Lord Kṛṣṇa. Send me those who do not perform their duties toward Viṣṇu, which are the only duties in human life. Please bring me all such fools and rascals.” (Bhāg. 6.3.29)

The beloved devotees of the Lord do not regard as very troublesome the suffering He imposes on them. Indeed, they find that in the end it gives rise to unlimited pleasure, just as a stinging ointment applied by a physician cures his patient’s infected eye. In addition, suffering helps protect the confidentiality of devotional service by discouraging intrusions by the faithless, and it also increases the eagerness with which the devotees call upon the Lord to appear. If the devotees of Lord Viṣṇu were complacently happy all the time, He would never have a reason to appear in this world as Kṛṣṇa, Rāmacandra, Nṛsiṁha and so on. As Kṛṣṇa Himself says in Bhagavad-gītā (4.8):

paritrāṇāya sādhūnāṁ
 vināśāya ca duṣkṛtām
dharma-saṁsthāpanārthāya
 sambhavāmi yuge yuge

“To deliver the pious and annihilate the miscreants, as well as to reestablish the principles of religion, I Myself appear, millennium after millennium.” And without the Lord’s showing Himself on earth in His original form of Kṛṣṇa and in the forms of various incarnations, His faithful servants in this world would have no opportunity to enjoy His rāsa-līlā and other pastimes.

Śrīla Viśvanātha Cakravartī here counters a possible objection: “What fault would there be in God’s incarnating for some other reason than to deliver saintly persons from suffering?” The learned ācārya responds, “Yes, my dear brother, this makes good sense, but you are not expert in understanding spiritual moods. Please listen: It is at night that the sunrise becomes attractive, during the hot summer that cold water gives comfort, and during the cold winter months that warm water is pleasing. Lamplight appears attractive in darkness, not in the glaring light of day, and when one is distressed by hunger, food tastes especially good.” In other words, to strengthen his devotees’ mood of dependence on Him and longing for Him, the Lord arranges for His devotees to go through some suffering, and when He appears in order to deliver them, their gratitude and transcendental pleasure are boundless.