I'm not one for the "why me"s or the "why do things always seem to happen to us/me?" questions. Bad things happen to everyone, religious, atheist, gay, straight, white, black, young and old. There is no pattern, it's just simply chance. Good and bad people both have bad things happen. You could spend your life being some kind of religious saint helping humanity your whole life, but that doesn't mean bad things aren't going to happen to you.
Sometimes however, in those dark times of depression, the question can still come. How much bad luck can you have?