Well, do not most (or nearly all) Christians believe that God directly causes or at least allows everything that happens? If someone believes that someone "up there" has their back, and then all of a sudden a bunch of really bad stuff happens, is it not natural to feel a little betrayed? Now I know that some bad stuff actually helps us grow, as individuals, to become more charitable, to rely on God more, and so forth. But some bad stuff seems to serve no decent purpose whatsoever: child rape, sex slavery, flesh-eating disease, epidermolysis bullosa, starvation, cancer, and so on. Some bad stuff is bad enough to destroy one's faith.
Most people I know who are "spiritual" or religious, and who have not yet had any seriously traumatic events befall them, seem (sometimes naively, it appears to me) to think that God, or the Universe, is blessing them, giving them good gifts and guidance, and favoring them. Many of these same people begin to change their tune when they get a chronic and/or debilitating disease, when they watch a loved one or two die a slow and agonizing death, or something equally terrible. Since we know that bad stuff can happen to us at any time, I would think that having a belief that God is protecting you is potentially setting oneself up for a huge disappointment... potentially a loss of faith altogether.
The problem of suffering is, in my opinion, the greatest challenge to belief in a loving, powerful, and intervening God.