I agree, there are good words by Omar Khayyam:

“Beyond the earth,
beyond the farthest skies
I try to find Heaven and Hell.
Then I hear a solemn voice that says:
"Heaven and hell are inside.”

Spiritual work on ourselves is what we need. When we overcome our own ignorance, then there will be no problems, there will be peace and tranquility everywhere, but for now we need all these lessons for our development. Nothing happens in vain, we need each event as a reward or as a lesson, or as a work off of karma from past incarnations.

Jesus and many other spiritually developed personalities all talk about one thing, about our spiritual development, about Love.