I think it does make them doubt their devotion.
The essence of any mainstream religion is believing that your deity loves and cares for you, in the face of overwhelming minute-by-minute evidence that he couldn't care less.
This puts an immense strain on the concept of belief, while simultaneously being a major strut in its support system.
People who believe have to tell themselves that the utter miseries their deity lets them suffer without relief is all part of a 'bigger plan', to which, or course, they are not party.
It doesn't work for me, but it does for them.