I personally did not find this tragedy to be a comedy, rather a well done work about utter futility. Heinlein deffinitly decided to stray from his beaten path in this book, and the result is very good. No Jubal Hershal/Lazrus Long types will you find in excess...just one pious man for whom life has turned utterly wrong, and his love.
The various paralell universes turn out to be prety interresting themselves, the wonder of such things as street lights(people will actually obey a light?) or other minor things add to the story. As they move through elaborate tests, the world changing around them with no warning at random intervals they seek some kind of stability on which to stand. At every turn they work hard, save thier money, only to find all thier hard work for nothing, and themselves destitute once more.
And why all the suffering? His "all-powerful" god wants to have fun with a wager, and send him all this suffering and pain. Unlike the biblical Job, our protaginist does not suffer from boiles and fevers and sickness. Finally, he comes to understand that the world of his creator is not as he had thought, and those enemies of his creator are not all bad.