The Bible also says that God has made the rain fall on both the good and evil. The protection we are promised is everlasting life and spiritual protection, not a trouble free life here on earth.
How would you account for the beheading of John the Baptist, the stoning of Stephen, etc, etc.?
And in the first plagues of Egypt, God's people suffered right alongside the Egyptians. They had frogs in thier beds and their water turned to blood too. It wasn't until the fourth plague that He separated His own from the sufferings of Egypt. I suspect that a little weeding out occurred during that time and we also know from the scriptures that a few Egyptians joined the ranks of the believers when they were finally delivered from slavery under Pharoah.