A good analogy is that this life is a video game.

Would you, as a parent, jump in, grab the controller from your child to make sure he doesn't die from the big bad boss?

It goes even deeper, we are the people who wrote the video game that we are now playing.

Not only is there evil in this world, we brought it in / allowed it in ourselves.

The problem is, from the other side of the screen (analogy) it looks like we are all having fun playing in this game. From God's perspective there is no real death. Nobody is getting really hurt. There are all kinds of safe guards put in place (like everyone has a guardian angel).

But we, here on this side, see endless suffering.
So much so that Buddhists believe that life IS suffering. (more along the lines you stated, that in order to grow, you must experience things, and then choose, and choosing means giving up something...)

One of the biggest problems with the Bible as it has been translated is that it leaves out many important things.

The definition of sin:
A sin is something that hurts your soul.

We have many senses that, when operating properly, tell us when we have hurt our body.
But, we have denied our senses that tell us when we hurt our soul.
So, many wise people made lists of things that hurt your soul. And advice to not do them.