I’ve been through that phase.. Allow me to share how I overcame and resolved that paradox of “Mercy”.
You’re confusing the Mercy of Allah expecting to be applicable in all mercy-related worldly scenarios (in this life)… That’s not at all the concept of “Mercy” as per the Qur’an.
We’ll continue to see innocent and helpless victims getting tortured/raped/murdered, while we know that God could have saved them, but He chose not to. You may ask “where is the Mercy from the Most Merciful?” – Well, the answer is (1) if all such crimes were prevented by God then there was no point of this life (test), good and bad has to happen, This sounds harsh at first but this life is as unreal and temporary as a dream if you see it from the Hereafter’s perspective, but more importantly, (2) the “Mercy” that Allah has, which He repeatedly assured of in the Qur’an essentially relates to “forgiveness”…
In Surah Al-An’am 6:54, Allah (swt) says:
And when those come to you who believe in Our verses, say, “Peace be upon you. Your Lord has decreed upon Himself mercy: that any of you who does wrong out of ignorance and then repents after that and corrects himself – indeed, He is Forgiving and Merciful.”
So if you really want to challenge His Mercy, you’ll have to find a relevant scenario – You can’t, because you haven’t seen His Mercy yet. But He’s described His Mercy in the Qur’an in great details, for example, He forgives us, no matter how great the sin is, as long as we repent, He shall remove all our minor sins if we stayed away from major sins, He shall not punish us as long our scale (of good deeds) is heavier on the Day of Judgment, He counts 1 sin as 1, but multiplies our good deeds by x10, etc (there are endless examples of His Mercy both in terms of forgiveness and in this life).
Assalam Alaikum.