God is not a “Cosmic Concierge” who lives only to satisfy each and every one of our whims.
Only Santa Claus promises to deliver on the goods to those boys and girls who stay on his better side. It might be said that a good boy who doesn't get the pony he asked for disproves the existence of Santa Claus but it says nothing about the existence of God. Our God is not the Purveyor of Celestial Favors like some non-existent pagan deity. Rather, he is humanity's lover who loved us into existence.
Though it's certainly a wonderful thing when our hopes, wishes and desires match His and we “get what we want,” that's not the point to faith and to our Faith. The false gods of the Bronze Age were Oriental despots who punished every crime with painful exactitude and rewarded good behavior with bountiful treasures. The true God is not like this at all. As Christ explained, the sun shines upon the good and wicked alike (Mt 5:45). In this regard, atheists and Christians have this belief in common—good and bad happens to everyone not because we “deserve” it.
The point at which we diverge is that Christians believe God is present to us to strengthen us when we stumble when the vicissitudes of life overwhelms us. The atheist who chooses to live his life alone, believing himself to be his only source of succor and love, will crumble and despair and become embittered at his fate of being unfairly treated. When you believe there's nothing greater than yourself, it's a short walk to full-blown narcissism.
Our Magnificent Lover seeks out every opportunity to be close to us—all we need do is seek Him out. The Christian who truly gives himself up to God, trusting Him and accepting his fate, who knows himself to be weak and incapable of effecting change on a grand scale in the universe, is sustained. He is buoyed up and survives as did Cardinal Văn Thuận in his 13 years of solitary confinement in an atheist communist prison in Vietnam. But as holy and remarkable an individual as he is, he's far from unique. Many Christians have been unfairly condemned to prisons but didn’t have their spirits crushed.
The obvious Strawman aside, why do atheists see God as the “Cosmic Concierge” who must cure every ill, stop every crime in progress and fulfill each and every one of our slightest desires making sure we do nothing more than slide our way through life. There might be some religions that define God thusly, but traditional Judaism and Christianity absolutely do not. What if all of our children insisted on the same laissez-faire “helicopter” parenting from us? Demanding that we give them everything they want while simultaneously insisting we keep all of our moral rules to ourselves. We would be their slaves and not their masters.
The same goes for Almighty God. We're on our own when it comes to choosing between good and evil—whether we choose to harm or help others. There are no other rational options. If God were to create such a situation in which no one could commit an evil act, for example, no child could ever die from being thrown out of a window, and instead, simply levitate once he was clear of the window, how could any of us choose to love each other? Or to save others from harm? Or to assist when others are in need? How would any of us know what “good” was? The fact that atheists greatly desire to judge theists is simply in keeping with the free will and moral sense with which God has imbued all His children. Admittedly, it's a tortuous perversion of those gifts but it is their choice to make.