The saints were martyrs. They accepted all their suffering as coming from God and even embraced it. The Philosophic way is to realize that it is often karma, self-earned and brought upon oneself; hence one should analyse it and try to understand why it has come so that the lesson won't have to be repeated.
The Christian, Muhammedan, and Jewish religions must accept the doctrines of reincarnation and karma if they want to establish a reasonable place for suffering in the scheme of things.
-- Notebooks Category 9: From Birth to Rebirth > Chapter 2: Rebirth and Reincarnation > # 132