The response will typically be that it is unfair for God to choose. To which I say 'Out of all the dead?'. For we do not appear to Him to be alive, before we come to Christ, but Dead in Trespasses and Sin'.
The amazing thing is that God has mercy and compassion on some of these Dead. "For he saith to Moses, I will have mercy on whom I will have mercy, and I will have compassion on whom I will have compassion." (Romans 9:15, Exodus 33:19). For it escapes peoples notice that God can be that merciful and compassionate on those He wishes to.
And what would you think if it were revealed to you that you were not one of the chosen? How would you respond if you knew that God had created you purposely for eternal damnation and that there was nothing you could do about it? Would you describe this as a God of love and mercy?
Yes. The sovereignty of God is both terrifying and comforting. Next to it, all of my wisdom is foolishness.