An old friend of mine who was really like a brother to me in the Jehovah's Witnesses contacted me a couple of years ago. He let me know he no longer believed that the JWs are the true religion and, as he so eloquently put it "that crap about overlapping generations," and that he was ready to come on out. We talked a handful of times and then it all stopped. After some time of silence from him, I finally heard back. It was a brief note, and the last communication since, but just a brief text: "I can't leave. What if they're right?"
There is a method some teachers use with students. You often see it more with coaches and college professors than anyone else, but they will often put pupils to a test that can often lead to some abandoning the course or leaving the team. While some of those who give up are freely allowed to go, select others will be stopped. "Not you," the instructor will say. They will apply pressure to force such students to undergo their test. Why? Because they know the student's potential and the outcome of the student if they but allow themselves to undergo a test they would have otherwise given up on before attempting. Sometimes you have to test someone with the impossible in order for them to stop believing in the impossible. Sometimes the student must test their own perceptions in order to accept reality.
In Judaism, this is one of the main explanations on why God tests us. Like that friend of mine who is still a JW, he won't believe it if I or you or anyone else tells him that there isn't a chance that the Witnesses are right. He has to experience it for himself. He doesn't need to be reasoned with. He needs to experience for himself that he is being held captive by his own beliefs about the Witnesses. He has to see by example that his beliefs don't work, that the world is not flat. Sometimes God tests some of us to force us to face and overcome what holds us back. God knows the outcome, but we don't.
There are other possibilities too in some instances. Briefly they are:
1. We are wrong about how we define God's benevolence and, like a child who thinks their parents are being unfair or mean, see a test from a wrong perspective.
2. We are applying a limited Christian interpretation of Scripture to God, and are reading "tests" in the Bible where there are none. Was Adam and Eve really being tested with the Tree of Knowledge or is that something you are holding over from Watchtower theology?
3. You are reading into actual Scripture narratives of tests a successful outcome that isn't there. Christians tend to see Abraham's offering of Isaac as passing a test and proving his faithfulness. Jews often see it as Abraham failing to really understand God, having to be literally stopped due to his lack of insight. The suffering caused by the test is often seen by Jews as due to Abraham's failure, where as it is seen as a grace from God and victory by those who read it in the light of Christ's suffering and crucifixion.
4. God may not be as all-knowing as some say God is. Does a genius stop learning? Does a body builder stop exercising once they get that "perfect body" they've been working for? No. There is a view in Judaism that God created humans in order to grow in perfection. God would not choose to be static in the perfections God possesses. Because Jewish interaction with God is often to wrestle with God, debate God's demands, and do the very opposite of the obedience and submission which make up Christian and Islamic membership, Jews often feel God made humans to tell God "no," so God could learn that the universe won't fall apart if others live as freely as does God. Jews debate whether God really knows it all and often challenge God on this (like Abraham and Moses did).
Lastly, "tests" may not really come from God. This could very likely be a very ancient way Scripture described the normal challenges of life. Judaism often sees all things, good and bad, as part of God's creation. Therefore "tests" are merely being attributed to God in Scripture perhaps, just as evil sometimes is. Christians put too much emphasis on trying to read our ancient narratives and primitive mythos as applicable to the evolved and far-advanced God-concept as now understood by Jews. We Jews were primitive once too, you know. Trying to say God is exactly like you read in ancient descriptions of God is pretty unfair. How would you like it if people judged you today based on what they knew of you when you were still a Jehovah's Witness?