The question of evil is central in scripture just as is God's judgment. Jesus showed us a path to confront evil, but I'm not sure your friend wants to take that path. It's the narrow gate, while he wants to take the road that is wide and spacious (Matthew 7:13-14).
We pray to stay in this sinful world because that’s what we know. We don’t really know who God is and if his kingdom really exists and so forth. We want to be secure. That’s why we have to learn to be God’s “nomad people” — we have to learn to move on in life and leave our securities and trust that God provides. This is a long learning process,which takes sometimes our entire life!