"undergo", when used alone, does not bear any positive or negative (maybe with a negative semantic prosody if based on larger corpus data) sense. "willingly", however, presupposes a potential risk. So it is not surprise that we see “painful”, “severely”, “patiently”, “sins”, “difficult”, “struggle” in undergo's company.
"willingly" points to the volition of the agent. We have to look backward to the logical subject of "undergo" and what kind of difficulty or torture he/she has to or intends to brave. In this sense, it is not the collocation of “willingly + undergo” that bears a positive semantic prosody. Instead, it is the word “willingly” that controls the general tone of the sentence.
“willingly” and the hardship or risk keep a good balance semantically with “undergo” as a suspension point.