How could God let this happen to His people?

The Megillah of Eicha is a sad tale of destruction caused by the downfall and sins of the Jewish people. However, the narrator, asks the following question that precedes the entire work: Eicha? How? How did this happen? Obviously the narrator (and Jerusalem, whom he is impersonating) know how this happened. Yirmiyahu the prophet warned them over and over that the people must change their ways and repent, for fear of what was to come. He told them to side with Bavel, not Mitzrayim, and yet the people did not listen. They got so tired of hearing Yirmiyahu's desperate attempts to persuade them that they ended up imprisoning him; out of sight, out of mind. However, widespread and terrible destruction happened nevertheless. The city was under seige, the people starved, the city walls were broken down and then people were killed and the city was destroyed. And yet, after such a tragedy, the narrator still asks how this happened? Isn't it obvious why this happened?

This situation can be compared to the example of a young child eating candy. The child's parent warns them over and over to not eat so much candy, so they will not get sick. The child gets frustrated that the parent is trying to limiit their candy consumption, continually ignores them,  and when they get annoyed at the parent's buzzing in their ear may go to far as to yell at the parent to stop talking to them. Soon afterward, the child gets sick, and is crying about how they are in such misery, and asks why the parent did not help them before it got so bad. The child does not take the warnings seriously at first and may even ignore them because the parent was frustrating them and preventing them from doing something they wanted to do. In other words, all the parent's efforts to help the child fell on deaf ears, and may even have been perceived by the child as more harm than help at the time.

This example helps illustrate that when someone does not want to change, nothing anyone says will make an impact on them and their habits. They may be "set for good," and no amount of prodding may change that. Any effort to help such a stubborn person would only be considered a hindrance, because they are not willing to listen to even a word of an opposing argument. This may have been the situation of the Jews as the destruction was imminent and/ or occurring. They may have asked God how He could have let this happen, and why He did this, even though they had warnings upon warnings. They may have actually  not realized that anything bad was looming on the horizon, or that there was anything wrong with their actions, because they were so blind to everything else around them. Because of this mindset, it makes total sense that they would cry Eicha. To them, this was an potentially unforseen disaster of incredible proportions, and the Jews may have had no idea that it was coming or why, until it was too late.