Whatever wrote:
God has not told us why He chooses some and not others. He has told us that if He made someone for the express purpose of showing His wrath and making His power known by way of their destruction that He would be perfectly just in doing so. Do you believe that?
Paul is just giving the Jewish nation a hypothetical based on his belief that they would protest their going to hell. He wrote "what if" in the verse that you are alluding to in Rom. 9:22.
And you are dead wrong on your first assumption. God chooses for a reason: He said:
"For all those things hath mine hand made, and all those things have been, saith the LORD:
but to this man will I look, even to him that
is poor and of a contrite spirit, and trembleth at my word." Isa 66:2 (see John 12:48 for the opposite knowing full well that to "reject" requires cognitive thought). And...
"The LORD is nigh unto them that are of a broken heart; and saveth such as be of a contrite spirit." Ps. 34:8
You wrote:
Now, you tell me why God created people whom He knew would never believe. Wouldn't He have been more merciful to have not created them at all? Or maybe He didn't really know what they would decide?
God did not want a bunch of Stepford Wives. He gave everyone a free will to either love Him or reject Him. Why did God includ this in His Word:
"And if it seem evil unto you to serve the LORD,
choose you this day whom ye will serve; whether the gods which your fathers
served that were on the other side of the flood, or the gods of the Amorites, in whose land ye dwell: but as for me and my house, we
will serve the LORD." Josh. 24:15
God makes the ultimate choice on who He will save (Rom. 9:15), on this we agree. But He doesn't choose capriciously for no reason at all as Calvinists assert. He chooses those that choose to believe His Word concerning their own sinful state deserving of hell (a contrite heart), and the biblical Gospel account that glorifies His Son Jesus Christ.