Everything happens for a reason, they tell me.
"Everything is a part of God's Divine Plan. You shouldn't question it, just accept it."
That so-called 'comfort' has two fundamental fallacies (fundamentalist fallacies?) that I violently disagree with. The first fallacy is the one of implication. If God intends for everything that happens, to happen, is to say that God plans harm for his creatures. That God sets us up for this - that pain and suffering and misery are intrinsically good things. This is odious, and has driven many people from faith - a friend of mine at St. Bart's has lost his faith over this very thing, as his daughter was stricken with a virulent brain cancer, and nearly died. He cannot believe that a loving God would do that to his children.
And I believe the idea to be contrary to the teachings of Jesus, when he says "If you ask your father for bread, will he give you a stone, and when you ask for drink, will he give you a serpent? No, and if a man can give good things to his children out of love, how much more will your Father in Heaven give, who loves you beyond human understanding."
Saint Julian of Norwich said once that there is nothing that God gives us that is not good - that in fact He wants only good for us.
The second fallacy is that one should not question. That's usually justified by reference to the book of Job, which is a wonderful allegorical story wherein the Enemy (the word Satan is used in some translations) demands permission from God to put a man to the test, and God allows it because he knows the depths of this man's faith; the man is stripped of everything he has, humiliated, outcast, etc. And then finally Job gets fed up and complains that God has abandoned him, and that he hasn't done anything wrong. And God shows him the wonders of his creation and says "I'm God"... Which is of course not an answer to the question of why this was allowed, but here's the trick: It establishes a relationship, a contact, between Job and God, on a personal level. That is what heals Job, and the many blessings he gets afterwards are the allegorical way to say "It all got better".
It wasn't until Job questioned that God answered. Up until then he trusted God and ignored everyone else's jibes and sneers. It wasn't until he spoke with God, asking that question, that things got better.
So here's my suspicion. The "Reason" for things happening is something we have to assign ourselves. It may not even exist, except as a manifold of possibilities that haven't become reality, until the moment that we choose to interpret the reason for something happening.
And then... it's tested against the objective and ultimate standard, which is the Will of God. But it's the process of finding that reason that's important. So why do bad things happen? Well... there is no why, exactly, because why doesn't matter outside that process of examination, and that process is meaningless without that objective standard that only comes in the relationship with God.
OK. I warned you there was Christian doctrine in there. Or at least, Christian-influenced thought.