I hate to put it in such strong language as the title, but I sometimes wonder about trials in one’s life. (I also hate opening the can of worms that is the problem of evil, but oh well to that.)
Christians like to throw around language like “God will never give you more than you can handle.” I think there’s some sense in that, at least in thinking that God will limit our burdens reasonably because He’s benevolent. I sometimes wonder, though, whether or not that thinking is backward: maybe it’s that what we receive is meant to strengthen our character, and we often get as much strife as we need to build up that character. (Consider it like weightlifting: with weights that one knows are well within their strength, less progress will be made if the goal is merely to avoid pain.)
This would at least in part give a rationale for why some people have to deal with situations that seem gratuitous and not so easily overcome. Of course, it doesn’t answer the question of the disparate distribution, but that’s a bigger problem than any one individual can attempt to answer.