As Conan tells us, Crom doesn't care and therefore doesn't play favorites. Neither does he seek to malign either. He puts the world into motion, and then lets things run their course, taking note of the struggle of mortal men to survive and thrive and finding that alone pleasing.
Robert E. Howard, entirely by accident, described the ideal Game Master for tabletop RPGs. Just as players are alone responsible for their fun, so are GMs to remain detached and aloof such that they never bother being out to get anyone. Neither the players, nor anyone else (looking at you, publishers and designers) should put that on the GM; running the world, and all within it, is a big enough task as it is without the perversion of the medium that going after a player's man entails.
Players don't need active malice by the GM. They're more than capable of screwing themselves over through some combination of ill fortune and incompetence. Just hand them the rope. They'll hang themselves. Just play the world, and let them play at it in turn. That's all that's required, and what emerges from the consequences of the players' pursuing their objectives will give them all of the grieve that they deserve (and plenty more that they don't) without the GM intervening in any way.
Imperfect information is why. Players work with information when deciding what to do and how to do it. This information is, at the least, incomplete. Often it is wrong, sometimes deliberately planted by hostile parties and sometimes simply by being out of date, and when the players' plans go wrong it can reliably be traced to acting on wrong information.
In contrast is proper asymmetric information, where one side has perfect information and the other does not. This is what people who complain about the GM being out to get them mean, and they are right that it is not fair when this does occur. Properly run games don't do this. NPCs act on incomplete information also, and good GMs let the NPCs get rooked good and hard when that incomplete information leads them to act in ways that set them up for failure.
There's a lot of stupid memes in tabletop RPGs, and this is one of them. Like all lasting lies, it has a kernel of truth that the edifice of error builds upon. It's long past time to realize that adults aren't this stupid, as a rule, and stomp out this bullshit for good.