It's probably irrelevant to there being a right answer as it falls on the notion of faith... Which I too do not have (atheist)... That being said I find religion fascinating and I've always tried to learn more about it and have respectful conversations in the process.

The answer that comes to mind (for those with faith) is that for most who are religious, life is seen as a test. To achieve peace and happiness in whatever after life they believe in, they must struggle with the challenges life throws at them whilst striving to be good and follow the doctrines set down for them.

If life was hunkey dory and everything was sunshine and rainbows then the 'test' would be a doddle and that would defeat the object.

To me this is how those who are religious rationalise their struggles and it helps them to keep going.

I'm not in any way mocking this and from a rational point of view (as a non believer) it's a pretty decent coping strategy if you can use it/have faith.

I don't necessarily think this is the place for this discussion though but I wanted to give some kind of closure to it, so please feel free to take it up in pm with me or others if you want to chat it through