What a good question. If God is infinitely merciful, why do bad things happen to us?

Heb 12:5-13

You may have forgotten the word of consolation that wisdom addresses to you as children: My son, do not be sad because the Lord corrects you, do not be discouraged when he rebukes you; for the Lord corrects whom he loves and punishes the one he receives as a son.

You suffer, but it is for your good, and God treats you as children: what child is not corrected by his father? If you did not know correction, which has been the lot of all, you would be bastards and not children.

Furthermore, when our earthly fathers corrected us, we respected them. Shouldn’t we submit with greater reason to the Father of spirits in order to have life? Our fathers correct us seeing no further than this present life, so short, while He looks to what will help us attain his own holiness. No correction brings us joy in the moment, rather it hurts; but with time, if we let ourselves be instructed, it will bring fruits of peace and holiness.

Therefore, lift up your drooping hands and strengthen your trembling knees, make straight the crooked paths where you must pass, so that the lame may not be lost but rather be healed.