In a short story, a man suffers traumas and setbacks -- a car accident, death of family members -- and becomes obsessed with the idea that he was sent from another planet to live out a life on Earth as punishment for his sins.
Then he dies, and wakes up to find that he was indeed sent to live out a life on Earth, but that other planet is a place of misery, and his life on Earth -- imperfect, but still good enough in its own right, and much better than life on the hell-planet -- was an exceptional award for his virtue.
I read the story maybe 20 or 30 years ago. I do not remember what magazine or book.
What was that story?