When Avalokiteshvara says there is no suffering, he means that suffering is made entirely of things that are not suffering.2 Whether you suffer or not depends on many circumstances. The cold air can be painful if you are not wearing warm enough clothes, but with proper clothing, cold air can be a source of joy. Suffering is not objective. It depends largely on the way you perceive. There are things that cause you to suffer but do not cause others to suffer.
