Islam indeed is a difficult path where salvation is far more difficult to attain compared to other faiths. Allah has made it clear to believers that we will be tested in various ways like loss of wealth, health loved ones to name just a few things.
Traditionally, immigration and jihad that fools see as unjust war have also been an integral part of Islam since the time of pbuh. But those who make these sacrifices attain immortality in the afterlife that is the ultimate reward.