In Islam, being chosen by God depends on your personal relationship with problem of evil or suffering.
قال: [إذا أحَبَّ اللهُ عَبداً اِبتَلاهُ، فَإِن صَبَرَ اجتَباهُ ، فَإِن رَضِيَ اصطَفاهُ]
Three stages of being chosen by Allah.
1) Hubb: I am depressed because Allah loves me.
2) Ijtiba: I tolerate being depressed for sake of Allah.
3) Istifa: I am happy that I am depressed for the sake of Allah. May Allah choose us for stage of Istifa.