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As Olorin has already pointed out, the question of Eru's 'sadism' can be asked of any concept of an omniscient and morally perfect Creator who allows evil and sorrow to exist in his creation.
It is a problem and paradox that has tormented philosophers and theologians since time immemorial. Many pagan religions resolved the problem by conceiving of gods who were not all-powerful and had moral flaws. Aristotle meanwhile conceived of a 'first mover' that was perfect, pure thought, thinking only of itself, thus unconcerned with our doings.
Eru does seem to be conceived more in the line of the Christian and Muslim deities, who are held to have more active and moral involvement in their creation. However it is interesting that no-one in Middle Earth actually appears to worship Eru, ask him to intercede on their behalf or even to mention him. So perhaps Eru is more of an Aristotlean 'prime mover' than he first appears to be.
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