Saints often speak of spiritual consolations.
I think the term 'consolation' is interesting. God is consoling us. He is consoling us because we need consoling.
I have been commenting on the 'Dunk lately that it seems that the closer I get to God, the further away I feel. It happens that I came across a passage in The Imitiation of Christ that says that very thing. So maybe God offers us consolations to reassure us that even as the distance feels greater, it is not.
He consoles us because we yearn for him. He comforts us because we need comforting.
Spiritual dryness has been very painful for me in the past. I have experienced the absense of consolation as a kind of punishment. Sometimes I have abandoned my prayer practice altogether.... other times I managed to perservere, grudgingly, and forge ahead. It reminds me of when you are training a dog. Give him a liver treat often enough and he'll come when he is called even when you don't have one to give him. God is offering me the liver treat of spiritual consolation lately. Like an eager puppy I tumble towards him with my tail wagging. But eventually, I pray, I will obediently come to him even when the treat is nowhere to be found. Maybe I will even learn that the yearning to be near him is treat enough.
St. Ignatius of Loyola discusses this here. See, especially, the 3rd through 5th rules.