To exist is better than to not exist. I think most people hold this to be true. A five pound note in reality is better than one in my mind. So that can explain why it's better for us to exist than to not. Secondly, if he made us perfect straight from the get-go, then there's no room for improvement. There's nothing to strive for, nothing we can achieve. If we are made imperfect as we are, then there's room for our development, with the hope of being perfect in the future. Thirdly, people tend to think science and religion are mutually exclusive - they aren't. Many theists see science as a way of understanding creation. If science can't prove that God exists, then that's because God is beyond empirical investigation. By definition, God is not a physical thing, and so it's not science's place to learn about God, but rather theology's. If God does exist, then the whole point of it is faith. Belief in God is worth more when it's by choice, and his existence is unknown. Finally, God isn't playing us by dolls. If he exists, then he gave us free will. He doesn't control our actions, and we are free to choose right from wrong. And it's this very aspect that allows for us to develop both morally and spiritually in a religious framework.
I don't quite know where the discussion of how we're raised has any effect on God's existence, though. And I agree... the traditional concepts of Heaven and Hell are a little bit iffy. They've been changed a lot over the years, both in religious texts and in society. There is no Hell in the Old Testament, I might add. But it's important not to take too narrow a reading in religious texts, or take them too literally. They can work as metaphors and cautionary tales as well. So I wouldn't take inconsistencies in the texts as proof that God doesn't exist. The God of the Bible is very different to the God of the philosophers, and it's the latter we're looking at here.