When and why it was written

When

Written in 1888 and published in 1889, in the last productive year before Nietzsche's collapse.

Why

Twilight of the Idols is written in short hammer-blows, deliberately compressed.

What it means

Nietzsche is making a structural claim about suffering: it becomes bearable when it is instrumental, and unbearable when it is arbitrary.

The line acquired a second life through Viktor Frankl, who quoted it from Auschwitz. Frankl's use is narrower than Nietzsche's and better known, which is worth knowing when you meet the sentence out of context.