Inner pain is easier than outer...

There is a hump or potential well or hill that one has to surmount on the inner journey that is greatly simplified for the kRtopAsaka (one who has performed devotion to the Lord).

The pain encountered on the inner path as one transcends the prANamayakosha (prANic body) and as the nADis are cleansed by nADishodana, and the clearing of the cakras as kuNDalini rises, is still less than the pain experienced as the senses go outward. 

Recall naciketa's words to Yama. Also in the PuruSha sUktam it is said

marIcInAm padamicchanti vedhasah

The lesser ones aim for the status of MarIci, who is is a son of Brahma, a RShi and reckoned as one of the prajApatis (Creators of mankind).

In other words, one should not aim to be a Brahma or PrajApati that bestows mastery of the worlds, but look beyond to the Ultimate goal of Self Realization.