I read this question online recently...and oh, how many times I've asked myself the same question.
I wrote on Unanswered Prayers in my newsletter.
Other post I've written that speak to this topic:
Praying with Perseverance
From Despair to Hope and Rest
There is no short answer to this question. There are some answers...and lots of mystery. There's a whole chapter full of people who did not receive what was promised to them (Hebrews 11). I think on that frequently...as well as the encouragement to pray and not give up, from Luke. When I don't know all the "why's," I meditate on what I do know--the truth of God's character. Circumstances will lie to us about who God is--they don't tell the whole story. So I go back to the Word. Psalms is full of heartache, longing for God's answers...and looking to God's character.
Ps. 13 is a favorite of mine because it expresses the torment so eloquently, and also what I want my mind and eyes to focus on as I wait for the Lord.
How long, O LORD? Will you forget me forever?
How long will you hide your face from me?
How long must I wrestle with my thoughts
and every day have sorrow in my heart?
How long will my enemy triumph over me?
Look on me and answer, O LORD my God.
Give light to my eyes, or I will sleep in death;
my enemy will say, "I have overcome him,"
and my foes will rejoice when I fall.
But I trust in your unfailing love;
my heart rejoices in your salvation.
I will sing to the LORD, for he has been good to me.
God bless, Merry