Assalaamu alaykum wa rahmatullaahi wa barakaatuhu. Actually, I just read one hadith that put me a in a deep thought, and I showed it to my friend, who had the same questions. So the hadith is the following:
Mus'ab bin Sa'd narrated from his father that a man said, "O Messenger of Allah, sallallaahu 'alayhi wa sallam! Which of the people is tried most severely?" He said, "The Prophets, then those nearest to them, then those nearest to them. A man is tried according to his religion; if he is firm in his religion, then his trials are more severe, and if he is frail in his religion, then he is tried according to the strength of his religion. The servant shall continue to be tried until he is left walking upon the earth without any sins." So my question is: if I do not suffer, am I not a muslim? This is actually mocking me....

All perfect praise be to Allaah, The Lord of the worlds. I testify that there is none worthy of worship except Allaah and that Muhammad is His slave and Messenger.

The hadeeth that you mentioned was reported by At-Tirmithi in his Sunan, and he classified it as saheeh (sound), and it was also classified as saheeh by Ibn Hibbaan and Al-Haakim.

As regards the confusion that you mentioned, then you should know that no person in his sound mind would say that if someone is not afflicted, he is not a Muslim. This is a false assumption.

You should also know that a believer is forbidden from wishing to be afflicted, and he is ordered to ask Allaah for safety from afflictions, as the Prophet said, “O people, do not wish to meet the enemy, and ask Allaah for safety from any misfortune, but if you meet the enemy, then be patient...” [Al-Bukhari and Muslim]

Ibn Al-Jawzy said, “This hadeeth cautions us that no one should wish to be afflicted under any circumstances.” [Excerpted from Kashf Al-Mushkil]

Also, Imaam Muslim reported in his Saheeh that the Prophet visited a man from amongst the Muslims who was sick and had grown very feeble like a chicken. The Prophet said to him, “Were you supplicating Allaah for anything or begging Him about that?” He said, “Yes. I used to utter (these words), 'O Allaah, impose upon me in this world the punishment that You are going to impose upon me in the Hereafter.'” Thereupon the Prophet said, “Subhaan Allaah; you cannot bear that. Why did you not say this: 'O Allaah, grant us good in this worldly life and good in the Hereafter, and save us from the torment of the Fire.” Then the Prophet supplicated Allaah for him, and Allaah cured him.

An-Nawawi said, “This hadeeth is evidence that it is disliked to wish to be afflicted so that a person would not be discontented, become angry, and probably complain (of his fate).” 

Imaam At-Tabari said:

“The Prophet ordered us to ask for well-being from all kinds of harm that a person fears for himself, his religion, and his worldly life. Well-being in this worldly life and in the Hereafter is to be safe from the consequences of sins. Whoever is blessed with this, then he is acquitted of the calamities, which are the punishment, and the ailments, which are the expiation. That is because afflictions for the believers are a punishment by which Allaah wipes out their sins in this worldly life so that they would meet Him purified [from all sins], and if a person is acquitted from the consequences and is safe from sins that necessitate punishment, then he is safe from the ailments, which are expiation, because expiation is only for something that necessitates it.”

Despite all this, a believer fears that having a prolonged period of well-being (without being afflicted or having any misfortune) might be a gradual lead to his ruin, and he fears that he might be similar to the dissolute people, whose trait is that they are mostly not afflicted the way the believers are.

Shu'ab Al-Eemaan authored by Al-Bayhaqi reads, “It was reported that Al-Hasan said, 'If a man amongst us, or amongst the Muslims, if a whole year passes by without him being afflicted in his own self, or his wealth, he would say, 'What happened to us? Has Allaah abandoned us?''”

Allaah knows best.