"If God (or the Gods) Exist, Then Why Doesn't He/She Help Me?!"

The post title explains this post. Everything about it.
My relationship with Loki has taken some falls. At one point, I've had my entire life disappear in a cloud of smoke right in front of me and--leftover from my Christian upbringing--I cried out the same thing and disowned Loki completely.
Cue dramatic "Why have you forsaken me?!", arms outstretched to the heavens, hands balled into fists, in the rain...you name it.

Loki gave a smirk when I was furious at him and told me that I'll be back once I've calmed down.
Of course, he was right. He's always right, the smug bastard.

I realized that the failing wasn't his doing, it was my own. I thought that if I worshiped Loki (or any god), they would take care of me and protect me. Nothing bad would ever happen to be as long as a deity had my back. Many people actually believe this, then, when things go south for them, their faith goes all shaky.

When I finally calmed down and asked Loki if we were still cool with each other, he seemed to smile again. That damnable knowing smile he has.

What he told me/what I learned was this: The gods are not our babysitters. Bad things happen because bad things do happen.
The gods are not there to save us from our mistakes or anything life throws at us. They are there to guide us through those troubles and lead us to a deeper understanding. We expect too much of them when we try to consider them as our spiritual bodyguard. That's an unrealistic goal to press on them. Nothing, not even Loki, can be in Jotunheim and Midgard at the same time, ya dig? They can't make sure that your traffic lights stay green, that you won't get a ticket, that you won't go to jail, that your house won't burn down....that the Earth won't open up and swallow you.

So, what does a god do? What they can: Be there for you.

After our little spat, Loki told me that he is there for me. He's my buddy, the guy I go to when I need to understand something. He's the dude that explains the obvious when my mind is too clouded to "get it". He laughs and jests, but his lessons are deep and, sometimes, oh so sharp. He seems blithe and flippant, but he's nurturing and caring.

He's taught me to smile and laugh when I'm facing the storm. He's taught me that everything changes, but nothing is ever lost. He's taught me how to survive through the worst. That is how my god helps me. No miracles. No protective bubble. Nothing of that sort. All of that would hinder my growth. It would hinder everyone's growth.
Think of a spoiled rich child who gets everything in life and never has to earn anything the hard way or suffer any major loss. That child learns nothing and does not grow or mature.

Now, the next time something horrible happens to you, don't ask why your god didn't prevent it. Only ask if they are there to help you through it.