We have free will and Allah already knows what we will choose in this life. He already knows who we will choose to marry, which sins we will choose to commit, which good deeds we will choose to do, how we will die etc. So if He already knows exactly what we will choose then why not skip all this time on earth and put those of us that He knows will choose good things in heaven and punish those He knows will choose evil things directly into hell.

Sometimes that crosses my mind but then I just remind myself that it may not make sense right now, perhaps Allah has not given us the ability to understand such things as yet, but Allah knows why and perhaps one day Allah will let us understand why things are the way they are...