Because they allow us to grow and develop as a person in ways we have never done during 'peace time'.
Because, in the words of Booker T Washington, "Success is to be measured not so much by the position that one has reached in life as by the obstacles which he has overcome."
So, when obstacles come our way, we should welcome them. "Saying yes to life" means accepting all that has happened, is happening and will happen in our lives. Stormy days are an integral part of our lives. Instead of resisting, rejecting, loathing and abhorring them, why not be prepared for them? Why not ready ourselves to face our challenges with the best and most courageous version of ourselves?
So, whenever you need to know how good, strong, tough, resilient and durable you are, take on big challenges. The good thing about big challenges is that even if you don't go searching for them, they'll find their way to you anytime, sooner or later, without a hint of warning. And when that happens, you will have the good fortune to find out the best or the worst qualities of which you are made!
Isn't that exciting when that happens - when the push comes to shove?
Or as Warren Buffet says, "Only when the tide goes out do you discover who's been swimming naked."