Well, how about
God does not care about those killed in the holocaust, or
Heaven needs souls, or more likely
God does not exist?
But anyway suppose God exists, why would shem (shem's an all purpose pronoun I made up to describe multisexed things... strangely though its plural is shemp) allow suffering? Job goes to great pain in the Old Testament of the Christian bible to explain why we suffer in the presence of this all purpose omnipotence (i like how omnipotence sounds a lot like impotent, seems fitting to me).
Buddhism considers the human condition as suffering which can only be overcome by coming into harmony with the misery. Islam literally means submission, which, though it probably translates poorly, is a word that many see as synonymous with suffering. Hinduism probably has a God of Suffering (I'm guessing here. I don't know many Hindus).
And Jews... listen to Jews when they speak of suffering. Any people that can be persecuted the way they have and still hang together as a faith, I respect. No one in the Western world has been fucked with longer than the Jews -- they know suffering.