Seems to me that many people anthropomorphize God by thinking of Him as existing within a timeline (past, present, future) like we sense time passing.
It would be irrational for such a one to believe that God has never not known us.
For we which have believed do enter into rest, as he said, As I have sworn in my wrath, if they shall enter into my rest: although the works were finished from the foundation of the world. - Hebrews 4:3
And all that dwell upon the earth shall worship him, whose names are not written in the book of life of the Lamb slain from the foundation of the world. - Rev 13:8
In a sense that he knows that we would be born, live and die and how we will be judged, all at the same "time," yes! But that's hardly something we could call "rational!" Amazing, yes, rational definitely not.
To imply from this that he has prefabricated our souls is neither logical not Christian. Among the Jews, only the Pharisees accepted such pagan, neo-Platonistic notions, but not all Jews by any measure, especially not the Sadducees.
The pre-existence of the souls is intimately related to re-incarnation, which the Church always rejected. But Pharisees believed in it (when Jesus asked "But who do you say that I am?" [Mat 16:15], the disciples said John the Baptist, Elijah, Jeremiah, etc.). However, the bible does not teach reincarnation or the pre-existence of the souls.
Some early second century Christians believed in pre-existence of the souls, such as +Justin Martyr and +Clement of Alexandria, as many of the early Christian beliefs were a mix of various sects.
Origen (late second century) taught it and was condemned specifically for his teaching of pre-existence of the souls (and universal salvation) in 553 AD by the Fifth cumenical Council.
I am not sure what Luther and Protestants believe, but I would imagine there is a rainbow of beliefs in that regard in those communities.
This belief, on the other hand, deeply rooted in Platonism, is the core of the Gnostic amalgam of beliefs, as well as of Asian (pagan) religions. As such the pre-existence of the souls is expressly pagan (and Pharisaical Judaism was tainted by it) and un-Christian.
Acceptance of the resurrection, by necessity, rejects reincarnation and the belief in the pre-existence of the souls.