Why do some people blame God, Buddha, and so on, when something goes wrong in their life, or they do not understand something in a religious/spiritual setting. then they blame God for not doing the right thing for them??
That won't work in the schools of Buddhism I personally know, and I don't know if it works for any other schools of Buddhism, but there are several reasons why it might seem right for some people in Christianity.
Many things are usually claimed for the Christian God ─ that [he]'s omnipotent, omniscient, omnipresent, perfect and benevolent. But as the Epicurean school of philosophy more or less put it centuries BCE, in relation to another deity,
Is God willing to prevent evil, but not able?
Then he is not omnipotent.
Is he able but not willing?
Then he is malevolent.
Is God both able and willing?
Then where does evil come from?
Is he neither able nor willing?
Then why call him God?
'The problem of pain' is another one of the names for that problem. Let me put it this way:
If I, being present and aware, could prevent death or serious injury to an ordinary fellow-human, then I'd try to do so, perhaps even at risk to myself.
So the idea of God looking inertly on while innocent people come to harm is 3D incompatible with benevolence. Where, God, were your omnipotence and omniscience and omnipresence and benevolence when the very worthy, decent and kind human X met an untimely death?
That's not quite the same thing as blaming God for misfortune one might personally suffer, but the parallel is strong.