Question: Why should the righteous be more challenged by (unfortunate) hardships in this world, when their only desire is to fulfill the Torah and its Mitzvot perfectly?

Answer:

Who would not be willing to bear a bit of suffering in order to receive a great reward? Doesn't the Talmud (Baba Metsiah 85a) tell the story of Rabbi Elazar, son of Rabbi Shimon, and Rabbeinu Hakadosh, who endured terrible hardships, thus sparing the world many misfortunes: during their lifetimes, there were no deaths, no miscarriages, and rain was not necessary as the world was sufficiently irrigated.
This shows us that the merit of these tzaddikim "financed" all these kindnesses granted to the Jewish people. What is the point of this all?
Moreover, even though it is usually said that there are no challenges in this world if a person doesn't sin, (and if an evaluation of a person's conduct reveals nothing reprehensible, he must assume that he did not study enough Torah), there are times that challenges are sent without sin being the cause…
According to Rabbi Shimon bar Yochai: it may be that a person is meticulous in his accomplishment of the Mitzvot and respectful of Hashem's word, and yet Hashem tests him in order to prepare him to receive a divine gift. Rabbi Shimon personally experienced this, when he had to hide in a cave for 13 years in order to earn the Torah’s secrets. He later addressed his father in law, Rabbi Pinchas ben Yair (Rabbi Shimon at that time was covered with wounds because during those 13 years, he buried himself in the sand of the cave), and said, "If you had not seen me thus, I would not have reached this level."
In another context, the Midrash explains Yaakov's sufferings during the sale of Yosef as follows: "Is it not sufficient what awaits tzadikim in the future world that they should also want to enjoy tranquillity in this world?" Is this pettiness on the part of the Creator, G-d forbid? Especially since there are mitzvot which man consumes their “fruits” in this world while the “capital” is reserved for him in the future world. Such as the study of Torah which surpasses everything. Indeed, Yaakov represented excellence in Torah study as can be seen from the 14 years he spent in Shem and Ever's study house... so why did he have to suffer so much?

The Midrash's intention is therefore to teach us that: "As long as the actions or the Torah study of Tzadikim do not prepare them for a perfect future world - they are not granted tranquility in this world. But once they reach perfection, they will be able to taste pleasure in this world too.'' The proof of this is our patriarch Yaakov himself, who lived peacefully in Egypt for the last 17 years of his life, without this contradicting the aforementioned explanation of the Midrash.

Therefore, leave the Tzadikim to deal with their problems which are highly spiritual and let us not forget that these problems bring them true happiness.