Yeah, that's a funny one isn't it! Although I've never got asked this question I think I've felt the thoughts come my way when I share my struggles at times with non-believers:
Q: So Matt, if God is so good (to you), why are you struggling so much at times and getting beaten up?
A: If God exists, and salvation through Jesus is the path to eternity and all others lead to hell, and I wasn't on His path ... why would the enemy be attacking me? I (we) get attacked when we're in the game and we're going for the goal.
All that does to me is prove that the enemy exists, and that He exists, and that I'm on the right path.
Yet at the same time, He is supposed to be the Lion of Judah. There is no fear where He is present because He casts out fear. Which is why I do think that if we are allowing Him to control our lives we will never lose, battled, but not for a loss. A professional boxer who wins in the 9th, 10th, 12th, or 15th round often doesn't look like he is ready to go enjoy the rest of his day, but he still didn't lose.
"We are afflicted in every way, but not crushed; perplexed, but not driven to despair; persecuted, but not forsaken; struck down, but not destroyed" 2 Cor 4:8-9 (ESV)
Or perhaps with fear and trembling I can rephrase the above verse. "We WILL be afflicted, perplexed, and persecuted" ... does that fit my battles? Oh yes.
I have my afflictions ... I am perplexed at times at the Will of God ... and while I do feel in minor ways I have been persecuted, I can't imagine the pain that is being felt by our brothers and sisters across the world.
I firmly believe that though we will be afflicted, perplexed, and persecuted, we should still have joy, and that is our challenge. We don't have to think that misery is what comes with a Christian life, we are expected to live our life to the fullest. We just have to know how to give those troubles to Him when they come so we 'can' still have that joy ... and trials will come ... unless ... well ... here, let me say this:
Frankly, if you're life is going peachy, you don't have any bumps in the road, and nothing has made you question your beliefs, I dare to say that either the enemy hasn't got to you yet, or more likely, you're on his road, not His road.
Check the road signs ... God loves you, and will protect you ... the enemy hates you and seeks to destroy you ... just make sure you're not doing the destroying for him.