It doesn't happen, not because God doesn't love you, nor because He doesn't care, nor because He isn't able to make it happen. It doesn't happen because He does love you, because He does care, because He is able to make something better happen.
That's not to say the disappointment is any less disappointing, but it does provide a new perspective on them. To know that God cares so much for you, that He's willing to say "no".
And we know that for those who love God all things work together for good, for those who are called according to His purpose. For those whom He foreknew He also predestined to be conformed to the image of His Son, in order that He might be the firstborn among many brothers. And those whom He predestined He also called, and those whom He called He also justified, and those whom He justified He also glorified. (Romans 8 v 28-30)I prayed for a job to stay in the city, so that I could continue to serve at my church, I could continue to be part of my small group, I could continue to share fellowship amongst friends and I could share God's Good News with those I have relationships with in the area. I wanted to serve Him, to stay with the people He so graciously gave me six and a half years ago. I pleaded, because I wanted to serve the people who kept me Christian during some really rocky times. He said "no". He is moving me to a different town. And He is at work, even in the most bitter of disappointments, to bring about something so much more exciting. Something that I don't know about, something I can't imagine, but something that will conform me to the image of His Son, so that I may be one of many brothers. And that's where God is in the disappointments.