I think there's a bit of a predestination paradox thing here.

You can say that Rudy was a cause of his own misery, and that's true, but it's also probably true that Man-God nudged him in just the right ways, knowing full well that it was going to break him.

We can see that there were a few moments where things could have turned around, but then Man-God stepped in to make things worse. Even his last visit with Rudeus where he gloated about everything he'd done, maybe Rudy could have put his past behind him even then, but instead he became driven for revenge.

It's like watching a speedrun streamer beat a dark souls boss -- it looks easy, but that's only because they know exactly what to do in order to make it look easy. Without that knowledge, it wouldn't have gone nearly as well.