It can't bother Him then, if He knows what we will do, and still allows us to do these things.
I bet it bothers Him when we turn away from Him. I don't see how it couldn't bother Him.
Of course it bothers Him. He wants us to obey Him, but he will never force us to. It is only by our freely choosing to obey that we may be rewarded. If we choose Satan's way, then we receive only what Satan has to offer: misery, death and sorrow.
Remember, knowing what we will do is not the same as causing what we do.