Being social creatures, that seems highly, highly unlikely. Besides, we find that kind of thing shallow. When tragedy occurs, we cry out to love, friendship, truth, and beauty. These aren't created values. Nietzsche's insights were brilliant, but his conclusions were a despondent escape from his sad social life. I don't think he understood the heart of Christianity at all, as it asks for far more self-overcoming than anything you could ask of yourself with all your desires that seek comfort and ease.
The paradox is posed clearly:
He that findeth his life shall lose it: and he that loseth his life for my sake shall find it. - Matthew 10:39
Being social doesn't mean we need to be needed but that we need hierarchy, acceptance, contest, reward, shared morality, common goals, and connection this does not necessitate that there is a best way to do this, social is a general way of being not a specific set of actions, orientations, or beliefs which is why many different cultures come up with many different ways of being social, yet while all still being the same social animal. Further, to me it's clear that our old models fail in validating that clearly when humans are relating, we care about more than just love, friendship, truth, and beauty which is partly why people are going to great lengths to undermine these beliefs and the institutions that they feel represent or promote them like the Church. Say what you will about Nietzche at least he recognized and accepted that the world has changed since the collapse of the Roman Empire, we now live a post-industrial world, in an information age that is hurling violent and head long towards some explosive uncertain future, and we must say yes to this and contend with this change if we are truly to find value in our position as people present on this earth at this moment in time. As for tragedy, the Greeks were tragedians par excellence, yet they were not paragons of Christain values. I have nothing against Christianity, but I think you misunderstand Nietzsche, because his conclusions are much more sophisticated than a desire to escape his failed social life. He may not have been married or famous for his ideas in the way that he would have wanted and at times megalomaniacal in his writing, but factually he was a part of the social elite of his time hence his friendship with Richard Wagner. Nietzche didn't advocate that human-being could create their own values. Nietzche posited that the Übermenschen the evolution of man when striving towards cultural and creative excellence would be able to create its own value, but the Übermenschen is to man like man is to our common ancestor with Chimpanzee. We are over them, superior in our capacities to use language, socialize, invent tools, reason, and create material culture, or are more than they in what they show to be the basic vestiges for human existence, in like manner though human beings cannot create their own values they will give rise to a creature that can create its own values when people live like Goethe or Napolean or ect overtime.
Do you actually believe I care about comfort and ease if I choose to do things that are absurdly difficult even for the most cognitively impressive of humans? I make a living doing mathematics, currently, its fairly difficult and makes me feel stupid and there are problems that are simply demoralizing which no one has made much progress on in the last 200 years.
I seek challenge and demands, because I find this most rewarding way for me to be. Self-denial and self-annihilation aren't completely about self-overcoming; it really depends on where you place the arrow which indicates improvement. Being more capable, able, creative, excellent, reliable, honorable, noble, honest, and individuated is the right direction to me.
I think Nietzsche understood the heart of Christianity but held a different set of values given he was an aristocrat who was a philologist and scholar of Greek and Roman antiquity who was a student of European high culture. What do you get when you subject Europeans to 2,000 years of Christianity? Well, when you infuse it with Ancient Greek/Homeric and Hellenistic Culture: universities, medicine, the renaissance, science, classical music, modern mathematics and philosophy; yet, fast forward under the banner of Protestantism and Capitalism: social justice, feminism, nihilism, and socialism, hate of men, the hate of Anglican and Eruopean history, and the denial of nature, given I don't take it that you seem to find these things as absolute improvements on the conditions of our existence and culture and that they're essentially products of Christianity you might understand why Nietzche wasn't fond of the ultimate consequences of Christianity as a Prussian aristocrat and thus advocated we move away from Christina Morality, because it would have been unheard of for the Vikings to hate themselves, their history, gods, and culture, so why do their descendants? Why after 2,000 years of Christianity do you get atheism and nihilism? There would be no such thing as an atheistic or nihilistic Saxon or Celt, so why their descendants? Nietzsche's answer, 2,000 years of Christianity and the industrial revolution made it worse. You may disagree with his premise and conclusions, but don't straw man his argument.
I respect Jesus, but I think given its harder to convince people to question the utility or necessity or good of truth and love than it is convince them to question the utility or necessity or good of pain, suffering, and strife, that it's pretty easy to live like a Christian, only far leaning leftist don't really like Christians or Christian values or Christian Morals, though for many this may be lip service I tend to think people hate lies and adultery; I'm not saying we should like these things, but I think it's easier to be a Christian than a free-spirited individual especially when there are 2.2 billion of you guys across the globe and likely only one of me.