Swami Vivekananda says (Complete Works, V6, pp 44-45, available here under the heading Lectures and Discourses, sub-heading Introduction to Jnana Yoga - http://cwsv.belurmath.org/volume_6/vol_6_frame.htm):
The Being of perfect nature, universally appearing to us, is God, is Absolute. The undifferentiated is the perfect condition; all others must be lower and not permanent.
What makes the undifferentiated appear differentiated to mind? This is the same kind of question as what is the origin of evil and free will? The question itself is contradictory and impossible, because the question takes for granted cause and effect. There is no cause and effect in the undifferentiated; the question assumes that the undifferentiated is in the same condition as the differentiated. "Whys" and "wherefores" are in mind only. The Self is beyond causation, and It alone is free. Its light it is which percolates through every form of mind. With every action I assert I am free, and yet every action proves that I am bound. The real Self is free, yet when mixed with mind and body, It is not free. The will is the first manifestation of the real Self; the first limitation therefore of this real Self is the will. Will is a compound of Self and mind. Now, no compound can be permanent, so that when we will to live, we must die. Immortal life is a contradiction in terms, for life, being a compound, cannot be immortal. True Being is undifferentiated and eternal. How does this Perfect Being become mixed up with will, mind, thought — all defective things? It never has become mixed. You are the real you (the Y of our former statement); you never were will; you never have changed; you as a person never existed; It is illusion. Then on what, you will say, do the phenomena of illusion rest? This is a bad question. Illusion never rests on Truth, but only on illusion. Everything struggles to go back to what was before these illusions, to be free in fact. What then is the value of life? It is to give us experience. Does this view do away with evolution? On the contrary, it explains it. It is really the process of refinement of matter allowing the real Self to manifest Itself. It is as if a screen or a veil were between us and some other object. The object becomes clear as the screen is gradually withdrawn. The question is simply one of manifestation of the higher Self.
The questions of 'Why' can only be asked within time, space, and causation. In Brahman, there is no 'why'. From the standpoint of Brahman, there is no suffering. From the standpoint of our perceived universe - why is there suffering? Karma. All living beings carry with them their own karma.