Why GOD allows pain?
The simple answer is ~ Pain warns us that there is something wrong and to not-proceed with something negative which is causing that pain or to do something positive to ease that pain.
But more than that, all pain, trials & tribulation are due to the 'Propagation Of Sin' by man. GOD allows pain so that we know that sin is in existence amongst us so that we can choose to do something about it. This explains why Jesus had to go through his passion on the cross.
When sin is set in motion, we may suffer because of it...
If it does not affect us at this point in time, it may affect the people around us...
If it does not affect the people around us, it may affect someone we have not met.
The only way to stop sin is through penance. Penance is not punishment but an act of sacrifice to stop this ‘Propagation of Sin’. There are people around us who are carrying their crosses, like Jesus & the Saints, to help stop this ‘Propagation of Sin’. I’m sure we know some of them in our lives… but I’m quite sure that all of us will have our crosses to carry. It’s just that some have more prominent crosses than others.
How do we sin?
We sin through our own fault,
1 ~ in our thoughts
2 ~ in our words
3 ~ in what we have done &
4 ~ what we have failed to do
Of all the 4 ways listed above, ‘4 ~ what we have failed to do’ is the most neglected and is called the ‘Sin of Omission’. The above should sound familiar to Catholics; it's the paraphrasing of the 'I Confess'.
Another reason why GOD allows pain is because it comes with the 'Freedom of Choice'. He gave us the 'Freedom of Choice' out of respect to us & for us. This 'Freedom of Choice' comes with the freedom to disobey if we so choose. A famous quote by Mahatma Gandhi explains what freedom actually means. “Freedom is not worth having if it does not include the freedom to make mistakes.” ~ Mahatma Gandhi.
All this was explained to me by a Priest when I was only 17 years old... and it made a lot of sense to me. It is one of a few things that brought me back to the Catholic Faith.