When sin entered the world and infected all mankind, God did not remove sin. Instead, God chose to allow sin and promised to send His son to defeat it. God prophesied that the Son of Man would crush Satan and his works (Genesis 3:15; 1 John 3:8). Even as Paul requests God to remove his thorn, God's response is:
But he said to me, “My grace is sufficient for you, for my power is made perfect in weakness.” Therefore I will boast all the more gladly about my weaknesses, so that Christ’s power may rest on me. - 2 Corinthians 12:9
We can trust that if God does not remove our thorn, He has something greater in mind. God's response to Paul that His grace is sufficient meant that to remove the thorn would not be sufficient. We forget in the midst of pain that we don't need our circumstances to change. We forget what we need is God. Through Christ, we overcome suffering. "No, in all these things we are more than conquerors through him who loved us" (Romans 8:37).