Wishful thinking also plays a role. A universe where bad things happen because bad people make them to happen is appealing. Getting rid of bad people, even very bad people, is easy compared to all the different things one has to do to make sure bad things don't happen in a universe that dosen't care about us and where really bad things are allowed to happen.

I don't think that's quite it. Huge progress has been made against infectious diseases in spite of the lack of a sentient enemy.

I think that, whether or not it's easier to succeed against human or non-human problems, that for many people it's more fun to think about people who deserve to be punished than to think about the specific details needed to solve a problem that's the result of an uncaring universe.