You're absolutely right, of course.
And you try to prepare yourself mentally so you won't be taken unawares when it happens to you.
But when it happens to someone you care about, through no fault of their own, it hurts. And it always seems so unexpected. The universe is indifferent, but we're not. We not only experience our own pain, we can feel the pain of others.
Love is when the happiness of others is essential to our own.