Why do you think He creates souls He knows will never come to Him?
That’s the chance you take when you create beings with free will. If God designed us so that we’d have no choice but to come to Him, our wills wouldn’t really be free would they?
Read chapter 9 of Romans and find out.
That’s a good question, and like all difficult questions it is likely answerable in many forms. The obvious answer is probably the best, although it’s the one atheists and agnostics don’t like—that we can’t know the mind of God.
But to dislike this answer doesn’t change the truth of it.
And a very important point to remember is that our ignorance of God’s mind is not only quantitative in nature but also qualitative.
Proverbs 3 tells us “Trust in the Lord with all your heart,” which is another part of the answer to your question.