I've thought about this myself, not in the sense of people who have had a more unpleasant time being more likely to be Pagan specifically, but in terms of simply being more open-minded. Obviously there are two ways to go with this-- one can either decide that the world has screwed one and one might as well be enraged and curmudgeonly. But I've been fortunate enough to know a great number more people who have come to realize through their own unfortunate experiences that people come to their conclusions for reasons, and thinking about those reasons will sometimes lead one to understand them. Unpleasant experiences have made a lot of my friends more willing to accept people as they are, having been rejected too often for what they themselves are or have been. Besides, I think there's kind of a Fraternity of Social Rejects out there-- once outside of society's statistical average onesself, one is less likely to automatically censure those who are outside it as well, even if for totally different reasons.
This DOES relate, in that people who are in the position I have described, if more open-minded and less satisfied just accepting what they're told without question, are more likely to seek out alternative ideas. Including non-majority religions, if they suit them. This sort of covers the initial question at one remove: rather than bad experiences making someone Pagan, they may just make that person a seeker. And since Pagans are far less likely to be brought up with their religions than members of larger ones, seekers are necessarily going to be the ones who end up here.
That said, I do think it's more that everyone has a few traumas lurking back there. And I don't think that's just modern life, though certainly overpopulation aggravates the number of nasty things people do to each other (in part because there are more of them to do the nasty things); I think it's always been this way, life has always been pretty unpleasant, and we only notice the current Bad Things so much more because they surround us.
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Yes, I have had some very shitty times in my life. Am I a pagan because of this? I don't know. I've done a lot of soul-searching in my life, and thinking about important matters, and maybe a lot of that has been prompted by depression. Maybe if I'd been happier I wouldn't have done so much thinking, and so wouldn't be here now.
That, I think, is probably the best explanation for it. Excellent point, and excellent description. And I think that describes my position pretty well too.