Life is not all skittles and beer for the prophet of the LORD, even before the part where they kill you.
Hosea, for example, not only married a harlot at the LORD's direction, but even had to talk publicly about his unhappy marriage as a prophetic illustration of God's relationship with Israel. The personal shame of a man who lived twenty-eight hundred years ago is now a topic of conversation on the World Wide Web.
Of course, we aren't concerned with the real-life marriage of Hosea and Gomer, but with the just-as-real-life marriage of God and His people. Still, we understand more spiritual things in terms of more physical things, and the problems of a man with an unfaithful wife are easier for us to comprehend than the problems of a perfect and eternally happy God with unfaithful followers.
Hosea 2 is not a chapter to quote if you're giving a sermon on how being a good person is all that's needed for salvation. The people of Israel worshipped the local gods in thanksgiving for the bounty of the land. Giving thanks is good, right? They coexisted in peace with the local pagans. Living in peace with your neighbor is good, right?
Their error, though, goes deeper than thanking the wrong deity. Their actions are a repudiation, not of a deity-devotee relationship, but of a marriage covenant. A faithful wife doesn't go hopping from bed to bed simply because men give her presents, and she certainly doesn't treat her husband like just one more lover.
My baal: the word means "lord, master." It was commonly used by women of their husbands, but it is to be shunned as a title for the Lord because of its association with the pagan god Baal. Probably it had been so used by many Israelites, who saw little if any difference between the worship of the Lord and the worship of Baal.
It might not seem like to call the Lord "my Lord" is to be unfaithful, but God did not call Israel, and He has not called us, into an economic relationship whereby He supplies our material needs in exchange for acts of worship. God calls us to love Him, and He is not the sort of Being Who can be partly loved.