This question is asked purely in regard to Uttara-mimamsa school, please do not mark this question again as a duplicate of this question, which this is not. Firstly it is not referring only to Krishna, but to generalized Brahman and this is not asking in the purview of Bhakti interpretations, it is asking uttara mimamsa interpretation of Brahma Sutras, Upanishads and Bhagavath Gita (Prasthana traya).
You can answer from any Uttara Mimamsa school, Advaitha, Vishishtadvaitha or Dvaitha.
This is actually Hindu version of problem of evil by Epicurus.
Please give the source if you are quoting some scripture
P.S: If you are thinking why do I oppose the sameness of the other question. It is not opposed, but is a subset of the possibilities. It is one of the possible interpretations. If there is already a question asking what are the advantages of wearing blue shirt. And if I ask what are the advantages of wearing clothes, it should not be treated as a duplicate. Last time when I asked this question people thought the same way and marked my question as a duplicate. This is not in opposition to any school.