Jonas realized that his parents and sister had never known pain. Would a controlled life like theirs be worth never experiencing pain? Why or why not?

I think one of the themes of the story involves the almost child-like response that adults like Jonas's parents have to painful situations. They just do not know how to handle them. They remain one-dimensional and infantile in their abilities to navigate reality. Tough situations makes us who we are. So no, their shelter from stress and trauma is not worth it.