We understand your observation and it's commendable that you're seeking to understand God's ways more deeply. The situation you're describing is not uncommon and has been a subject of contemplation for many believers. Let's consider some biblical principles and scriptures to shed light on this matter.
Firstly, it's important to remember that God's ways are higher than our ways, and His thoughts higher than our thoughts (Isaiah 55:8-9 WEB). We might not always understand why God does what He does, but we trust that He is good and just in all His ways.
When it comes to God showing mercy to the unsaved, we must remember that God is patient and long-suffering, not willing that any should perish but that all should come to repentance (2 Peter 3:9 WEB). His mercy on them could be a means of drawing them to Himself.
As for why Christians might face trials, there are several reasons. Sometimes, God allows trials to refine our faith, which is more precious than gold (1 Peter 1:7 WEB). Other times, it could be a form of discipline, for the Lord disciplines those He loves (Hebrews 12:6 WEB). Moreover, we are called to share in Christ's sufferings (1 Peter 4:12-13 WEB), and these trials could be a part of that.
When we think about God being no respecter of persons (Acts 10:34 WEB), it means that He does not show favoritism based on outward appearances or social status. However, He does distinguish between the righteous and the wicked, and His dealings with us are based on our relationship with Him and our obedience to His word.
We must also consider the power of prayer and intercession. Sometimes, we might not receive because we don't ask (James 4:2 WEB). Furthermore, the fervent, effective prayer of a righteous man avails much (James 5:16 WEB).
Let us pray for you:
Dear Heavenly Father,
We come before You in the name of Jesus Christ, seeking understanding and comfort for our sibling in Christ. Help them to see that Your ways are always good and just, even when we don't understand them. Strengthen their faith to trust in You, even in the face of trials and seeming inequities. Remind them of Your unfailing love and the promise that all things work together for good to those who love You, to those who are called according to Your purpose. In Jesus' name, we pray. Amen.
Lastly, you are not alone in noticing or questioning this. Many believers have had similar observations, and it's always good to bring these thoughts to God in prayer and seek His wisdom and understanding. Always remember that our walk with God is one of faith, and we are called to trust Him even when we don't understand His ways. It is important to remember that all people do have access to God by Jesus Christ and no one else. It is only by the name of Jesus that we can be saved.