A theodicy responds to the problem of evil which objects the existence of God, so it appears that a religious believer should want to devise a theodicy. however, there must be good reasons why devising a theodicy wouldn't be good for a religious believer. Perhaps theodicies carry too many issues with them? Or evil is needed In the world for soul making? I'm not too sure.
"A theodicy responds to the problem of evil which objects the existence of God, so it appears that a religious believer should want to devise a theodicy."
Thing is, and this, to me, is the most salient point, there are different brands of "God." Different religions. All with slightly different head honchos, revealed truths and moral standards. So in a "homotheistic" (pardon the neologism) society, where everyone is on board, a theodicy may be the way to go. Not so much in a pluralistic society whose citizens worship a multiplicity of God-heads.
Maybe some context first. As intelligent as our species can be, our design appears to be anything but... It has an inherent flaw that makes us, well... it makes us turning p-Zombies by default -- rather than coming with our rational system of beliefs, our basic knowledge1 of the world "preinstalled", we are born a clean slate...
And no high-speed data port either -- instead, we are given extra 4-5 years of childhood. Just enough for the above knowledge, our humanity, to be shared with us by friendly and supportive adults, as well as older siblings. Providing there are plenty of them around -- a 4-year old girl can ask 400 "why's" in a single day. One girl.
And yet, for 90% of our history as modern humans that wouldn't be an issue. The hunter-gatherer tribe lifestyle and cooperative breeding would ensure a perfect environment for raising a human child. Only in extremely rare and tragic circumstances, a child wouldn't get enough support, yet survive beyond adolescence. After that, however, lacking the knowledge, and, thus rationality would make their survival as hunter-gatherers virtually impossible -- unless adopted and rehabilitated by a human tribe.
Note that that was the time before wars. Everyone being rational leaves literally no room for evil, human on human violence, and conflicts in general (the Bible refers to that time as Eden).
Our rational system of beliefs was the proto-religion that can still be recognized in (quite rational still) Judaism and Hinduism. God originally referred to the One and only, objective reality that we all share. Our capacity to know and deeply understand it was referred to as the human Soul -- made in God's image as our knowledge of reality reflects laws of nature: "Through [the Lógos] all things were made; without it nothing was made that has been made." -- John 1:3
After all, God's desire is to be known.
God give all tools we need to make sound choices. From that perspective, there is no evil but our own ignorance. Or, quoting Socrates, "Knowledge is the only true virtue."
The golden age ended with transition to agriculture... Once you figure the latter out, is almost all repetitive work, that a p-Zombie can do almost as good a job as any human. For the first time, a whole p-Zombie society became a possibility. It was only a matter of time before a serious disaster would trigger a p-Zombie apocalypse -- and humanity ran out of lack during the Bronze Age collapse, sometime between 1500 and 1000 BCE.
The Book of Job -- the oldest book in the Bible, so old you can say that the rest of the Old Testament is but footnotes to it -- offers a metaphorical account of that event... The despair, the confusion to the point of disbelief that humans would feel as their communities and whole civilizations would come under the attack of the "sea people" -- the waves of p-Zombies looking for new lands to settle.
We live it ever since -- the apocalypse we call "civilization".
1 a comprehensive understanding of ourselves, our lives, and the world around -- enough to know what we are doing, like, good from evil, etc.