Throughout my life, I've heard parents, teachers, coaches, etc. say things like, "Don't worry if I'm getting on to you because it just means I see your potential and I am trying to help you get there. You need to worry if I'm not getting after you because it means I have given up on you..."
If I'm reading it correctly, Orson Pratt taught that the Lord has a similar approach...
The Lord has told us in this book that he would scourge this people, and would not suffer them to go on in wickedness as he does the world. He will make a difference in this respect between those who profess his name and the world. The world may prosper. They have not the religion of Heaven among them; they have no revelators and prophets among them; they have not the baptism of the Holy Ghost, nor the gifts and blessings of God among them, and consequently though they transgress the revealed word of God, he suffers them to go on, apparently without checking them, until they are fully ripened in iniquity, then he sends forth judgment and cuts them off, instead of chastening them from time to time.
Not so with the Saints. God has decreed, from the early rise of the Church, that we should be afflicted by our enemies, and by various afflictions, and he would contend with this people and chasten them from time to time until Zion should be clean before him. He has done this, and more especially while we were in the States. We were inexperienced, and did not then understand the necessity of strictly obeying every word spoken by the mouth of God, and we had to suffer because of this. (Journal of Discourses, 15:335)
I know being chastened by the Lord is not fun, but we should find encouragement in our chastenings because it means the Lord sees that we have it within us to exercise our agency to repent and turn unto Him. Definitely not a time to say, "Why me, Lord?" But rather, it's a time to say, "I thank thee, Lord, for remembering me!!"