Why do some people ask God why something has happened, and others do not? Does one person have more faith than the other? Should we ask why? Why or why not?

If you are asking why, it is because your heart and mind are in conflict, and you want to understand.   

Under what conditions would you not ask God why? 1) An atheist does not ask God why because they do not believe there is a God who has answers; or, 2) a person who believes God is sovereign and the secret things belong to Him and if He wants to reveal it, He will (Deut 29:29).

In either case, whether you have asked or not, does not mean you lack faith. God has given us all a measure of faith if we have accepted Him as our savior.   Each person’s needs are different, and God knows our hearts and understands.   If you need answers, ask and it will be given to you. 

“Ask, and it will be given to you; seek, and you will find; knock, and it will be opened to you.” Mathew 7:7