Indeed. God is Real, whether as a conceptual entity of various sorts, or as an inscrutable entity that is Real.
The question will come up in various forms; and I doubt there is such a thing as a lifelong True Believer that has not at least asked themselves the question at one time or another. It could be as simple as being upset with God and saying, “God, why would you do this?”
The tale of Job is especially fascinating in this case.