Then there would be no Christians in the world, as nobody is able to be as perfect as Christianity expects/ encourages a person to aspire to be. Obviously all people are flawed, selfish, unkind, self-righteous, whatever else, but if you've been trying really hard to at least make an effort to do what you're being told is right, then you can see how it would be disheartening at best, devastating at worst.
I think it's very hard to see from an outside perspective, so everyone knows they're not perfect, but most of us don't have an expectation on us in the form of a religion that tells you you should be doing x,y,z - and then when you do w,y,z it is understandably frustrating that people doing a,b,c, are being "treated better" by God.
Of course, it all hinges on the belief that children come from God, so if you don't believe that then there isn't that baseline expectation that you should be at least trying to live according to his will.
I don't think it's fair that Christians (and I'm not one) are expected to be perfect in all their thoughts and deeds - they're human, after all. They'll feel all the human emotions and think things like the rest of us do, but there are some things it's easier to control, like your actions on certain things, so if you're doing your best (and yes, still not being perfect) and don't see the benefits/rewards of all your efforts to be "good", it is understandably upsetting.