Why do some sinfull people have happy lives?

Allah permanently leaves the people who permanently stop doing good deeds.He will deal with them thereafter.

"And were it not that [with the prospect of boundless riches before them] all people would become one [evil] community, We might indeed have provided for those who [now] deny the Most Gracious roofs of silver for their houses, and [silver] stairways whereon to ascend." [43:33]

It is the destiny of people who have heard the message of God and refused it in arrogance and denial, to spend their eternity in hell. Along with muslims who do no good deeds in their life whatsoever, are muslim by name only, or are non-believers at heart, God extends their ways of injustice because they are not destined to be saved. When someone goes through hardship, it is easier for them to run to God and the higher power. God wants them to have NO EXCUSE to when they come for their judgement to claim mercy or good deeds.

As for muslims and pious people:
"Be sure we shall test you with something of fear and hunger, some loss in goods or lives or the fruits (of your toil), but give glad tidings to those who patiently persevere" [2:155]

and

"And We shall try you until We test those among you who strive their utmost and persevere in patience; and We shall try your reported (mettle)." [47:31]

It is not only cleansing action, it is also testing your faith. DId you believe in God and pray so as to get good stuff and get your prayers answered and think that you will achieve your dreams in this immediate World, or will you worship God the creator through thick and thin?

Also, a man's strength is not built-in, it is forged. Anyone will tell you that steel is made with fire, and the most brilliant diamonds are those pressurized the most. The better man is only that after hardship and challenges, and only then can carry heavier weights and dedicate himself to higher deeds.

However, don't go around thinking that automatically anyone with a lot of pleasures and provision is bad or without provision or facing hardship is good, nor do you dare think it's the opposite. Bad stuff happen to both good people and bad, and sometimes an otherwise decent being can go astray and God punishes him to wake him up, or make his actions even more worthwhile to him "As to those who believe not in the Hereafter, We have made their deeds pleasing in their eyes; and so they wander about in distraction." [27:4] so as to lead him astray.

Finally, it is possible to just be provision to someone so that other people might look upon, and it would test THOSE others on whether they will be satisfied with what they have or will they give in to their jealousy. You need to know there that God also says "Such are Our Bounties: whether thou bestow them (on others) or withhold them, no account will be asked."[38:39] and sodon't go and start thinking of trying to make account of who deserves and who doesn't, because it doesn't matter, remember:

This life: 70 years, 13 of which as unaccountable children.

Judgement day: 50,000 years as per the hadiths

Heaven or Hell: Eternity, or in other words, those 50,000 years multiplied by infinity!

You really think an easy 70 years is worth anything in comparison to the afterlife? Poor people get to enter heavens before rich people by 40 years to start with.

I hope this gives you a bit of perspective.

God knows best

get your mind of things by getting involved in some type of charity or donate money to your local mosque. sometimes we have to do good deeds to wipe out our bad deeds, repentance is just part of the process of getting acceptance from Allah. do things for Allah that will please him so he might like something in you inshallaah that will take you out of this misery that your in! we are always wanting things from Allah but do we ever think about what Allah wants? praise him in your duas! thank him for your health and the food with which your going to break your fast with today! thank him for the roof over your head! thank him for the warm bed your going to sleep in tonight! recite his 99 most beautiful names when ever you can

Allah leaves the people who leave him, but Allah says he will bring ease and peace among the people who do believe him and remember him, so why are there still people who suffer depression, destruction and hardship who are really religious.

depression and destruction doesnt befall someone whos truelly pious.

but hardship most certainly does.