I don't see much use in a "God" if it allows your people to be raped and murdered, and your culture pillaged and destroyed. Weird thing? If the Occupation was some kind of "punishment", the Bajorans seemed to forget it quickly as they were willing to go back to their old ways.
Weird? Not at all. Do you see the use for a God that is omnipresent, one who forever protects us and makes sure nothing bad ever happens to anyone? Would you consider that a life worth living? That doesn't seem like "life" to me at all. Question the existence of God if you must, for whatever reasons you must, but the argument that there can't be a God because He lets bad things happen isn't a particularly good one.