Levin's plotline is entirely concerned with justifying his life on Earth. He starts out Anna Karenina filled with doubts about his purpose in life. He believes that he can justify his life by reforming Russia's agricultural systems. However, as he grows as a person, he invests more of his emotional life into his family. Finally, his epiphany at the end of the novel reveals the real meaning of (at least, Levin's) life: we all have to live for the best in our own natures. Rather than sweeping around dictating other people's reforms, life would be perfect if everyone just minded their own estates and loved their wives and children as they should be loved.
If Anna had stopped viewing Vronsky as the end-all and be-all of her existence, her life might not have ended in suicide.
Dolly's life is ultimately more appealing than Anna's because not even Anna's great passion for Vronsky can substitute for the emptiness of the rest of her life.