...They simply WARN US where the PUNISHING CONSEQUENCES OF ERROR ARE! Just like a loving human parent frantically warns a child that a finger in the flame will result in great pain!
Being on the "path" is to be pain free psychologically and in "Heaven" (full joy, peace, love, Life!), although physically crucified/persecuted. Think of the mother bleeding, broken and bruised from a car wreck, running with her injured child in her arms. Is she in pain? Physically, yes. Psychologically? NO!