I can sooooooo relate to this.I believe it is common. I've heard it mentioned many times in sermons. To paraphrase a pastor it goes something like this:
"The devil doesn't need to intervene in people that have no relationship with God, they are not a threat and are ignorantly walking right into his arms. However, the closer you get to God, the more the Devil presses in. The more devout you are, the more of a victory it is for the Devil if he can make you fall."
Biblically, just think of the Book of Job. He was a #1 fan of God and so the Devil picked him as the guy to go after the most.
In experience, it seems like the church families that I've seen hit with the most terrible and random tragedies seem to be the strongest with God. At the outset it seems like an awful curse or spite from God. The ones I recall from the last 5 years from devout families are: childhood Leukemia, 2nd bout of Childhood cancer, teenager in a random single care accident, ends up in coma. All diagnoses were considered terminal/permanent disability from doctors.
To an outsider, such tragedy being put on such God loving families would seem like proof that God is evil, indifferent or does not exist. What happened though? 6 months to 2 years later, miraculous and perfect healing in ALL instances. These are not people I read about, these are families I went to church with.
So yes, the closer you get to God, the more difficult and crazy your dark times will seem but also greater will be the victories you have over them with your faith in God.