This article examines Yujin Nagasawa’s claim that the problem of evil challenges atheists as well as theists. Nagasawa says many atheists hold a ‘modest optimism’ about life, but this optimism clashes with how the world really is if nature is systemically tied to suffering. I explore this ‘axiological expectation mismatch’ through engagement with two short stories: H. P. Lovecraft’s Call of Cthulhu and Ursula K. Le Guin’s Those Who Walk Away from Omelas. Both stories imagine universes in which there really seems to be an epistemic, emotive, and pragmatic problem of evil for atheists. These stories help test common objections to Nagasawa and suggest there can be a threshold of badness beyond which local gratitude and optimism become hard to sustain. I further argue that common presentations of the evolutionary problem of evil for theists indeed require portraying animal lives and our environment in highly negative terms, leading to the problem of evil for atheists. This supports Nagasawa’s contention that there is some symmetry between theism and atheism on the problem of evil. The comparison with the imagined worlds of Lovecraft and Le Guin highlights how our engagement with literature can advance philosophical discussion, much like thought experiments.