All perfect praise be to Allah, The Lord of the worlds. I testify that there is none worthy of worship except Allah and that Muhammad, sallallaahu ‘alayhi wa sallam, is His slave and Messenger.
It should be known that because Allah, The Exalted, is the Lord of the worlds, His is the ultimate wisdom in His legislation and predestination. There is wisdom behind all of His actions; some may realize it, and some may not. Allah, The Exalted, says (what means): {And the Word of your Lord has been fulfilled in truth and in justice. None can alter His words, and He is the Hearing, the Knowing.} [Quran 6:115] Therefore, belief in Allah entails submission to Him in all matters. Allah, The Exalted, says (what means): {But no, by your Lord, they will not (truly) believe until they make you (O Muhammad) judge concerning that over which they dispute among themselves and then find within themselves no discomfort from what you have judged and submit in (full, willing) submission.} [Quran 4:65] It is incumbent on the Muslim to believe in Allah and to submissively accept and abide by His decrees and legislation.
After such enjoined submission and acceptance, there is no harm in seeking the wisdom behind the actions and decrees of Allah in order to add more certitude in the heart. Scholars underlined the wisdom behind not sending many Prophets to the Muslim nation in their commentary on the verse: {And if We had willed, We could have sent into every city a warner.} [Quran 25:51] At-Tabari commented on the verse saying:
"It means, 'If We willed it, O Muhammad, we would have sent a warner to each city and town to warn them against the gravity of their disbelief, and thus it would have relieved your burdens and assisted you. However, We entrusted you with the duty of warning all mankind so that you would earn by your endurance of it - if you do endure it - the great rewards and refined status that Allah has prepared for you.'"
Lastly, we warn that engaging in debates with non-Muslims about religious matters abounds in many risks. They may raise misconceptions within the Muslim's heart that would take root therein and lead him astray. Therefore, engaging in debates with them should be avoided unless the person has firm knowledge that enables him to refute their misconceptions. Moreover, it is important, during such debates, to direct the non-Muslims to what makes them learn about their Lord; were they to know their Lord as due, they would submissively submit to Him without questioning His actions. For more benefit, please refer to fatwas 340435 and 175141.
Allah knows best.