Nietzsche suffered from illness his entire life. He was regularly prone to pain, headaches, nausea, vomiting. Serving as a medic in the Franco-Prussian war, he developed severe dysentery and diphtheria. But more significantly, he had to witness so many injuries and deaths...

...that he developed what today would probably be diagnosed as PTSD. His mental health continuously declined throughout his life.
So when he speaks of affirming life, despite of everything, he isn't speaking from the comfortable position of an easy life.

He believed that we have affirmed life only when we can say that we would find it a blessing to re-live it over and over again, in all of its details, good and bad. This was a challenge not just to his readers, but to himself. He was struggling to affirm his own life.

He was closer to suffering than a lot of us are, and ironically, given his praise of "the healthy", was a very sickly person. That is why he refused to believe that suffering is inherently bad. If he had accepted that view, he would also have to conclude that his own life is bad.

His apparent callousness did not come from an insensitivity to suffering, far from it. It came from his struggle against the conclusion that his own life is worthless.