And I feel like feeling that it's unfair can coexist with the fact that the situation exists and something has to be done about it, and doing something else about it would be even worse.

Yes, absolutely! But is there anything to be gained by dwelling on the unfairness? Does it make either of them feel better? And I guess the point of contention in this scene is that Shen Wei is insisting is is fair and right. That ZYL is worth it, and it's a completely reasonable repayment of a debt. (And then I think of ZYL's loving smile in YOHE when he says, "You've already repaid it" and I wonder what he's thinking about it then.)

Isn't the suffering a result of the difference between the energies though? What would have happened if a Haixingren shared their energy?

Oh, ha, I wasn't even thinking about how the Hallows work. I think narratively, there had to be a cost. (That's something the drama "fixed" from the novel.) Aside from anything else, if everything has an easy fix, then what's to stop ZYL doing ever more Incredibly Reckless Things and giving SW a heart attack. ;-p