Yes Madara and Sarutobi had lived in a world filled with war and pain, but Madaras method of ending the pain and war came with too big of a tradeoff. To farther elaborate, Madaras method the "infinite tsukuyomi" makes you lose all physical attatchment and makes you live in a false reality of dreams and not even for too long. Eventually you would die out and turn into white zetsu for kaguya, in the manga Madara was manipulated by Black Zetsu to help return kaguya and the infinte tsukuyomi acts as a gateway for that. So you would live in a false reality of dreams where you cant truly feel anything due to the fact you still have a conciess shown in the manga which would eliminate the whole purpose. you could already dream all you want shown with naruto stating his dream of becmoe hokage throughout the whole show represnts that. So for you to wanna get stuckc in a false reality/dream for a while AND knwo that you're just dreaming and die right after is worse than how Naruto goes about the cycle of hate and pain in the shinobi world. As shown with Obito later on and Nagato who were both people to udnerstamd the hate and the cycle of pain in teh shinobi world, naurto was still able to cpnovince them both and ashow them the light that was they were doing was wrong and the only to stop this is to forgive. When naruto did that they saw the light and konan even called naruto the light that lets everryone be able to hold flowers of hope. Naruto solves Obitos pain and helps Obito die in happieness and peace and the same for Nagato rather than die knwoing your world is gonna end and your livng in a false dream.