People always want to know WHY. Why did this happen to me? Why would God allow this?
It is for our good. It teaches us things (compassion, patience, and so on). If you were never sick would you appreciate being well? Would you know what warm was if there was not hot and cold? Would we be able to be compassionate if we had never had any trials of our own? What sort of people would we be if all of the adversity was taken from the Earth?