Strange Wine by Harlan Ellison

Strange Wine by Harlan Ellison (Amazing, June 1976) begins with two Highway Patrolmen taking Willis Kaw to identify the body of his daughter after she has been involved in a car accident (“The dark brown smear that began sixty yards west of the covered shape disappeared under the blanket”). We then see more of Kaw’s travails: he is a diabetic; his son, who is ninety-five per cent disabled, lives in a hospital; his house roof leaks in heavy rain; and so on. During these various trials Kaw thinks that he may be an alien:

He dreamed of his home world and—perhaps because the sun was high and the ocean made eternal sounds—he was able to bring much of it back. The bright green sky, the skimmers swooping and rising overhead, the motes of pale yellow light that flamed and then floated up and were lost to sight. He felt himself in his real body, the movement of many legs working in unison, carrying him across the mist sands, the smell of alien flowers in his mind. He knew he had been born on that world, had been raised there, had grown to maturity and then. . .
Sent away.
In his human mind, Willis Kaw knew he had been sent away for doing something bad. He knew he had been condemned to this planet, this Earth, for having perhaps committed a crime. But he could not remember what it was. And in the dream he could feel no guilt.  p. 35

Kaw later visits a psychotherapist and tells him about these alien thoughts and feelings, and speculates that Earth is a planet where bad people are sent to atone for their crimes. After listening his patient for some time, the psychotherapist recommends that Kaw places himself in an institution.
The story ends with Kaw committing suicide and (spoiler) he then finds himself being welcomed back to his home world by the Consul. When Kaw (now called Plydo) asks the Consul what he did to be banished to such a terrible place, the story flips the paradigm and Kaw/Plydo is told that he wasn’t being punished but honoured—life on Earth is so much better than on his home world!
The sophomoric message1 in this story, and the way it is delivered, is a useful reminder that Ellison didn’t do subtlety (or use Western Union).
* (Mediocre). 2,800 words. Story link.

1. Earth may have provided a pleasurable existence for a few but, for the vast majority of humanity throughout the ages, life has been short and brutal.