We should be more careful not to do wrong than not to suffer wrong, because to suffer wrong is only an affliction, but to do wrong is a sin, and sin is always worse than affliction.
The Scriptures teach plainly what our choice ought to be between the one or the other:
Choosing rather to suffer affliction with the people of God, than to enjoy the pleasures of sin for a season; (Heb. 11.25)
William Tong, one of Matthew Henry's continuators, later wrote on Heb. 11.25:
Suffering is to be chosen rather than sin, there being more evil in the least sin than there can be in the greatest suffering.
Thomas Watson adds succinctly elsewhere (A Body of Practical Divinity, In a Series of Sermons on the Shorter Catechism Composed by the Reverend Assembly of Divines at Westminster, p. 587):
There is more evil in a drop of sin, than in a sea of affliction.
And Jeremiah Burroughs before him, The Evil of Evils, or The Exceeding Sinfulness of Sin, p. 4:
Better be under the greatest Affliction then be under the guilt or power of any Sin.