He is, after all, God, the Creator. The One who has always existed. Maybe God has this funny idea that we should value him above all persons and all things and even above ourselves. Then, because we don't, maybe he steps out of the picture, to an extent. But your world will not be the same without me.
Life is difficult.
Horrible things happen to people all the time. Rather than working for pleasure, we work out of necessity, in order to feed ourselves and our families. No one escapes death. That kind of a world is a problem because we can imagine a much better world. We know, in our hearts, what a better world would look like.