Why Martin Luther's Reformation did not improve the lives of European Christians?

Are you sure that your premise is valid? How certain are you that no European lives were improved by the reformation? Surely, at least some were.

I agree with iNow. Perhaps try to compare standards of living in those northern European countries in which the protestant reformation took hold versus the southern nations in which Catholicism stayed as a state religion. The wars around Europe after the Reformation had a very obvious religious connexion - even if there was a lot of use of religion to hide strictly secular political motives. The move away from megalithic centralised religion to atomised personal faith could be argued to be a necessary precursor for much of the politics of the new democracies in North America - whether this is a good thing is a matter for debate.

Reformation was neither absolutely good nor absolutely bad. It brought some benefits (more emphasis on business spirit) but it often reduced religious freedom - compare for example Geneva during Calvin's rule to Geneva before Calvin.

 

In the end it is unclear whether the Reformation improved anyone's life or not. Historians are divided in this matter.