I have read a tradition that Imam e Zaman (a) is aware of all our affairs. Isn't it better to not know anything about our pain and suffering rather than to know but not be able to do anything about it during the period of Ghayba?
Part of the responsibility of a leader is to know what is happening to his people. This is especially true for a divine leader (prophet, Imam).
Not all human beings have the qualities necessary to be good leaders. Some people have the social, intellectual, and emotional capacity, foresight, initiative, wisdom, and planning and communication skills to be great leaders. Most people do not. But that is ok, because we only need a handful of great leaders.
So, bearing this burden might be very difficult for the average person. However, the Imam is not an average person. Allah would not give the Imam this responsibility if he did not have the ability to bear it, as Allah says in the Qur'an that He does not burden with something beyond their capability. Because the Imam is at the highest level of spiritual perfection (as well as intellectual and emotional perfection), he has the capacity to handle many things that regular people cannot. Also, when people are truly at a high level of faith and have a deep and sincere connection with God, this enables them to bear things that other people cannot.
Still, of course, we should try our best to give the Imam a good report about our deeds and circumstances, and try to work as hard as we can to improve things around us!