Rabbi Emmanuel Rachman, a distinguished rabbi and a believing Orthodox Jew, stated that God created doubt.
God could have created certainty. He (or She) could have made his (or her) existence as plain as the noonday sun. But He didn't.
One answer seems to lie in the way people behave when they're certain. If you know there's a God, and you know what God wants, you may not be above using force to achieve it. (Allahu akbar!)
In a couple of stories in the Star Trek universe, we learn that Vulcans have a "seventh sense". This sense reveals the undeniable presence of God. It is this sense on which Vulcans focus during meditation.
When Dr. McCoy learns of this, he states that it would answer any number of questions for humans if they had such certainty. Spock replies that it really doesn't answer all that much – indeed it raises more questions than it answers. Once we know God exists, what then? Why is there evil? Does God care about mortals? and so on.
Doubt seems to be very important to the Gods.