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Reinhold Niebuhr once said that “[a]ll profound religion is an effort to answer the challenge of pessimism.” Unfreedom, understood as socially caused and systematic impoverishments of human agency (such as those embodied in the ongoing system of global and imperial racial capitalism), is a source of pessimism. Why does unfreedom persist, even though people try to change things? This question of the ongoing stability of unfreedom is a reformulation of the traditional problem of evil. In this paper, I sketch a framework for theorizing unfreedom, drawing on pragmatism and non-ideal theory. This framework motivates a search for a practical answer to this question that is neither theodicy nor overly simple appeal to human nature. While, I will argue, we cannot know whether unfreedom can be fully overcome, grappling with this pessimism might illuminate some possibilities for change.