I say to God my Rock, "Why have you forgotten me? Why do I go about mourning because of the oppression of the enemy?" (Psalm 42:9)
I don't think it is ever a bad thing to ask God why. Some people will say that we should never question God. But I question God all the time. I don't mean that I doubt His existence. But I do say, "Lord, I don't understand why you have done (thus and so)... Why, Lord?"
As you read the psalms, you see that many times the psalmist cried out, in essence, "Why, God? Why have You allowed this in my life?"
And Jesus Himself asked, "My God, My God, why have You forsaken Me?" (Matthew 27:45–47).
So, don't think it is wrong to ask, "Why, God?" It isn't wrong. But let me add this: don't expect an answer, necessarily. You can ask all you want. And maybe the Lord will give you an answer. But in most cases, He won't. Quite frankly, I think that if He did, we wouldn't understand it anyway.
So, here is what we need to say: "Well, Lord, I don't understand, but I trust you."
Even Jesus struggled with God's will. In the Garden of Gethsemane, under intense pressure, "His sweat became like great drops of blood falling down to the ground" (Luke 22:44). Jesus literally was perspiring sweat and blood, and He said, "Father, if it is Your will, take this cup away from Me; nevertheless not My will, but Yours, be done" (verse 42).
There has to come a point when we say, "All right, Lord. I will do it. I don't feel like doing it. I don't want to do it. I don't even think it is a good idea to do it. But I am going to do it, because You told me to."
That is what Jesus did. And that is what we need to do as well.