You're off to a great start with this question on Shakespeare's King Lear. You already have a good idea of which characters to choose; I'd go with Edgar for this one, as opposed to Gloucester, as the latter is an adulterer and is therefore difficult to describe as "virtuous." And it sounds like you already know the ways in which each of these three characters suffers, so let's skip over that and go straight to the heart of the matter: what purpose is served and/or what is gained from the suffering or hardship of these virtuous characters?
It's important to point out that the "gain" is often not for the characters themselves. As the very premise of the question suggests, the virtuous characters don't thrive in this narrative: it's not like one of these characters is going to be rewarded with a pile of gold coins just because they suffered a hardship. The gain or purpose, in the case of this play, is symbolic. A purpose is served in that the reader, and the community around these fictional characters, understands something essential through the experience of suffering that Cordelia, Kent, and Edgar endure.
That idea will be easier to understand as we proceed. Let's go through each of these three characters one at a time.
Cordelia: King Lear's daughter. This character is a paragon of virtue. Unlike her sisters, she loves her father in a pure and authentic way. But she is banished because she refuses to participate in a contest between the siblings about who loves their father best.
What's the point of this suffering? It shows King Lear's poor judgment and overemphasis on showmanship and outward appearance, and it reveals the personalities of Cordelia's manipulative sisters. Cordelia's integrity proves to be a sharp contrast to the values of the other members of her family. There's a moment of reunion between King Lear and Cordelia late in the play, when her authentic love for her father seems to override the pettiness of earlier events, but it's a passing moment.
Earl of Kent: a nobleman. Kent's key virtue is loyalty. He's loyal to King Lear, to his own detriment: after being banished, he pretends to be a peasant—and is treated accordingly—so that he doesn't have to abandon the king.
So what's the purpose of this? As with Cordelia and her siblings, Kent serves as a foil to other characters in the play. He's willing to risk his life for the king. His humility serves as a strong contrast to other characters who will flatter the king to win his favor or abandon him if it's not in their own interests.
Edgar: son/heir of the Earl of Gloucester. Edgar is honest and empathetic, especially when considered in comparison to his opportunistic younger brother, Edmund. What's the purpose of this? His behavior shows how terrible his brother is. Not that he realizes it: he assumes that Edmund is virtuous, too, as when he's speaking to him here:
The gods are just and of our pleasant vices / make instruments to plague us.
And it propels him forward to the throne. But we don't know if the last lines of the play portend Edgar's ascension or death. Shakespeare's words leave the resolution of the play ambiguous.
In my view, the important thing to highlight here is not how the characters will gain from their own virtues but how we, as readers, will find purpose or understanding in their display of virtue.
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