I would say asking god for something, if your heart is in the right place, would not be to put god to the test or assume god would do what you want him to do. Rather, it's a gesture of knowing he would provide and letting him hear what your desires are whether material or wisdom or so have you. You still believe god would provide but asking for something wouldn't exclude that.
In a relationship, if one person asks the other for, say, a hug and the other doesn't return the hug it doesn't mean that person didn't love him or her. The love is still there just it wasn't the right timing. The intentions are genuine. The other person wouldn't love you less nor get made at you for the gesture. But to make that gesture in itself shows he trusts the person he loves to receive (not expect to receive).
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I wouldn't say "must". To me, that's like saying a child must feel pain in order to know what no pain is like. That, or someone saying their friend or stranger should loose a loved one to know what it's like and learn love and empathy. I assume difficulties in life isn't something we choose to have to learn something. We choose to learn from our mistakes and difficulties. Running away in some instances is pretty smart. For example, if someone was in danger or perceived danger, the body sees it as a threat. To force our physiology to face that threat because we want to have wisdom is pretty much the opposite of what I think god would want someone to do....
When I had my spiritual experiences and concluded it all had to do with protection (some people say theirs is love, some grace, etc), I thought not to take such things for granted. So, if I asked for protection, it's without strings attached.
Anyway. I could go on. But in general, if the solution is within your grasp, ask god for support. Instead of seeing you must go through difficulties to learn something, learn from difficulties you can't control-choose which difficulties to learn from. Running away is the body's natural reaction to threat, fear, and so forth. It's not bad in itself-I would think god would want you to protect yourself. The focus would be on asking his support.