A perfect life sounds pretty sweet. Everything goes your way and there's smooth sailing from beginning to end. I guess it would be nice to experience, but what do you have to talk about? Sometimes it is nice to have a less-than-perfect experience just for the experience.
Sometimes it's worth it for the story. It's great to be able to either commiserate with or one up people. A lousy experience can be a source of comedy. It could also be a means by which you can connect with other people, having a common experience.
It's pretty difficult to have a perfect life, so it's not exactly like we would choose to have lousy experiences, but when they do happen, consider that it may not be the worst thing in the world, and that in the future, it may be of benefit to have had. Maybe it was worth it for the story.