Nietzsche: Voluntary Suffering

In his work, The Dawn, Frederich Nietzsche writes a great section (18) about the idea of voluntary suffering. Basically, he discusses mankind's long history of valuing cruelty and suffering (especially self-inflicted) as honorable practices. He writes of the "most moral man" as the man who, through "frequent suffering, deprivation, a hard way of life, and of cruel self-mortification," attains virtue and thereby makes the whole community "look good" to the gods.
Nietzsche then describes this morality as a time "when suffering was a virtue, cruelty a virtue, dissimulation a virtue, revenge a virtue, the slander of reason a virtue, while well-being was a danger, the craving for knowledge a danger, peace a danger, pity a danger, being pitied ignominy, work ignominy, madness divine, change immoral and pregnant with disaster."
He closes with a statement that I feel to be very true, even (especially) with society today. "You think that all this has changed, and that humanity must thus have changed its character? O you who think you know men, learn to know yourselves better!"
This is very much the idea held by many people today, especially many religious individuals. The idea is that, if we suffer much here we will be rewarded in heaven. Most criticize Nietzsche for his critique of Christianity, however, I feel that, if read closely, Nietzsche could show anyone who is part of a religious institution where there might be trouble-spots to watch out for.
In light of that, one may ask, why does Nietzsche point out this "morality of voluntary suffering"? I would suggest taking this and asking "If this is the way things are, how could things be fixed and improved? How could this be changed?"