Real World - things just happen. We are just vulnerable apes in clothes no matter how we try and impose our intellect on things. We can prevent or predict some disasters but not others, nature is Bigger Than Us. It serves to put us in our place. Some answer it with religion, others with science, either way it's intellectualising and nature often shows us up for being too clever
Tolkien's World - here things are more simple in a way. Eru creates Morgoth, who goes out and marrs the creation of the world, but hey, in doing so, he also creates the chance for great works of beauty - both inadvertent creations of his evil such as beautiful ice floes and mighty thunderstorms, and creations made in response to his evil such as Gondolin, mighty swords and human qualities of bravery and honour. All of which ironically serve only to fly in the face of Morgoth and make Eru look that bit more cool and awesome.
The Book of Job shows us a similar God, one who causes smiting and destruction, and when Job questions him, he finds out it's Because He Can, Don't Question My Authority. I reckon if Alatar of the Barrow Downs asked the same question of Eru - why do you allow this? - he might get much the same answer, but with the footnote and pat on the head: "but don't worry, because whatever nasty stuff Morgoth has put into Arda, ultimately only serves to glorify me a bit more".
