God created man good, in his image and likeness (Gen. 1:26-27). Our first parents willfully chose to rebel against God, thereby sinning and introducing death and other negative consequences, including suffering, into man’s earthly existence (see CCC 396ff).
The exercise of free will by some can indeed entail the persecution of the innocent, whether ancient Israel under the oppressive reign of Egypt for more than 400 years, Christians and others in the Holy Land by imperialist Muslims (which precipitated the Crusades), and the killing of millions of Jews and others during Hitler’s reign.
And yet God does not abandon us amidst such persecution. He sent his eternal Son to redeem and save us (see John 3:16-17). In addition, through his sacrifice of Calvary, Jesus shows how suffering can be redemptive. Similarly, though he does not actively will our sufferings, he can permit them so as to bring about a greater good (see Rom. 8:28), including the opportunity to serve the persecuted (see 1 Cor. 12:12-26, Matt. 25:31-46) and, ultimately, help foster our own ultimate eternal salvation.
Further, as noted above, the persecution of the innocent can result in their unjust killing, as it did for the Holy Innocents when Herod sought to seek and destroy the Christ Child (Matt. 2:16-18). And yet death did not have the last word in the case of the Holy Innocents, nor will it for others unjustly persecuted unto death. God is in charge and will ultimately and gloriously vindicate those unjustly persecuted.
For more on the topic of understanding suffering in a Christian context, I recommend our related articles by Christopher Kaczor, Peter Kreeft, and Trent Horn.