Who's to say which is worse—physical suffering or emotional suffering? While Conor's mom is obviously in a tremendous amount of pain, she gets to be at peace and out of pain, eventually, while the rest of the family has to stay alive and suffer the grief of her loss. But, to be fair, they also get to live. No matter which way you slice it, there's enough suffering for everyone in A Monster Calls and then some. You'd better bring the tissues.
Note the parallel between the king's wife in the monster's story crying for her daughters and Conor's grandma crying in her bedroom for hers. The monster tells Conor the second story in part to help him deal with his grandma's emotions.
Conor's wrecking of his grandma's house might be a way of causing someone else as much pain as he's feeling, of taking away something as precious to them as his mom is to him. It's not healthy, but it sure is cathartic.