Eckhart Tolle says the suffering comes not from confusion itself but from believing you must understand. When you accept not knowing and stop fighting the gap between confusion and the expectation to understand, you find peace.
Chapters
If you don't understand anymore about yourself, about life, and you think you should understand, that's a state of— an unpleasant state. But if you're in a state of confusion and you can't work things out anymore and you become comfortable with not knowing, you have just become more aligned with the present moment. If the present moment is a state of mental confusion, then say yes to the mental confusion and say, "Okay, I don't understand. Can I become comfortable with not knowing what's going on?" So the gap between not understanding and the conceptual belief that I should be understanding creates suffering.