Harry Potter lost both his parents when he was a year old. He was raised by emotionally and sometimes physically abusive people who essentially used him as a servant until he was eleven. When he joined the wizarding world, Harry found out that a crazed maniac has an unexplained, personal grudge against him. And Harry has faced that crazed maniac and his followers four times in four years. What's more, on the most recent occasion, at the end of Book 4, Harry had to watch one of his fellow students – a boy he liked and respected – get murdered. So yeah, there has been plenty of suffering in Harry's life up until Book 5. But it's in Order of the Phoenix that all of this suffering seems to be hitting Harry: the Dursleys, Cedric, Voldemort, being mistrusted, being singled out by the Ministry of Magic. His suffering takes on a huge thematic importance in this novel.