Why do the troubles like earthquake, war, plague, etc usually happen to Muslims?

This world is a place of service and hardship, not a place of reward and comfort. The real duty of man is to know his Lord and to live according to the criteria He imposed. And this is done through worshipping.

Worshipping is divided into two:

1- Positive worshipping

2- Negative worshipping

The positive worshipping, as we know, includes salah-obligatory prayer performed five times a day-, fasting, etc. The negative worshipping, on the other hand, is the great good rewards that man gains when he accepts his weakness and poverty, and takes refuge in his Lord and shows patience when he faces  diseases, calamities and natural catastrophes.

On the other hand, it is the prophets - primarily our Prophet Muhammad (peace be upon him) - and pious people, who are the beloved servants of Allah, that have encountered the hardest of the troubles. If troubles were evil, as it is supposed, then Allah would not inflict these troubles on His most beloved ones. As it is stated in the hadith:

“The ones who are subject to the troubles and hardships most are the most virtuous ones and best of the humanity.” (1)

The reason why Muslims face troubles and calamities more is that the punishment of the mistakes they have done in this world will be given here and not left to the Hereafter. As the big mistakes and murders are handled in big courts and small ones in small courts, the mistakes of the believers whose sins are few are cleansed in this world with various troubles and calamities, and not left to the Hereafter. However, the mistakes of the disbelievers are postponed to the eternal place of punishment, Hell, because the troubles and calamities of this world would not suffice.

(1) al-Munawi, Fayzu’l-Qadir, 1:519, no: 1056; al-Hakim, al-Mustadrak, 3:343; Bukhari, Marda: 3; Tirmidhi, Zuhd: 57; Ibn Majah, Fitan: 23; Darimi, Riqaq: 67; Musnad, 1:172, 174, 180, 185, 6:369.