How do religious Jews explain the fact that the Jews are G-d’s chosen people but they have suffered so much throughout history?

Is this only due to the fact that humans have free will and sometimes commit acts of evil? Why hasn’t G-d intervened to protect Jews from antisemitism as he did in other instances of the Torah? Is this suffering because he gives the most challenges to those who can handle it best?

I’m aware chosen people doesn’t mean better but there are more expectations of Jews compared to other groups. Shouldn’t they be rewarded in a just universe?