Krishna does not always immediately relieve pain, though we should never think that it's because He wants us to suffer. He wants no one to suffer - not even those who are envious of Him, what to speak of His devotee. We must see the root cause of our suffering is our forgetfulness of Him. Now is the time to train your mind to see all this as Krishna's mercy.
From pain also comes growth for those who are willing to learn and trust Krishna's ways of bringing us closer to Him. Pain is also a reminder that we have forgotten Him. Krishna's devotees are those who remind us of His all-knowing presence within our hearts. By remembering that Krishna is there in our hearts, witnessing our actions, words, and thoughts, Krishna, who has allowed us to forget Him, will bring us closer to Him. Or as Srila Prabhupada would often say, "If we take one step to Krishna, Krishna will take ten steps to us." We simply must make the effort to remember Him and remember that He's there in our hearts because He wants us to turn to Him, He cares for us, and He will not forget us.
Collected Letters to Friends and disciples Vol 4, Pg 122-123, last paragraph.