I suppose all of us have asked the same question at one time or another. I certainly have and my answer is, I don't know. I'm sure my parent's generation asked the same question especially during the days of Hitler, World War II, and Stalin. However, had Jesus returned before I was born, I probably wouldn't have been born, nor would I be given a home in Heaven, nor would I have the wonderful privilege of publishing the gospel and reaching so many others with God's message of eternal salvation.
The fact is that every generation has gone through suffering of one kind or another and only God knows when Jesus will return to end it all. The point is that we need to realize that evil happens because we live in a broken and sin-full world, the results and effects of which affect us all. The other thing is that God wants us to use our pain to draw us closer to him and help us to grow and become healthier and more mature persons. We also know that God wants everyone in the world to be given the opportunity to hear the gospel before Jesus comes again. Also, it helps to remember that "no matter how disappointed you are feeling or how much you are hurting, know that every heartache and loss has within it the seeds of opportunity. Hidden within each disappointment is a pearl of great price that, when found, will totally dwarf your problem. The greatest success stories are written by people who, against seemingly overwhelming and often insurmountable odds, have accepted their trials and turned them into opportunities for personal growth and stepping stones on their pathway to success. With God's help you can do the same. Trust him and choose friends who will empower you to do so."2
1. James 1:2-4 (NIV).