I do believe that Allah (SWT) puts veils in front of people's eyes cause is says so in the Quran, and it is said by Allah (SWT) Himself, that only He can remove these veils from their eyes, but it is up to the individual whether he/she wants to stay with that veil or have it removed. The only way of doing this is seeking out the truth. A person must be willing to change oneself before Allah (SWT) will remove those veils. So disbelievers shouldn't ask us Muslims why Allah (SWT) only favours us and puts veils in front of their eyes, but they must rather blame themselves for not making an effort to change.
If you take a step towards Allah (SWT), he will take multiple steps towards you. People can't just sit back and hope for salvation when they are making little or no effort at all to be saved. It says in the Quran, "Or think you that you will enter Paradise without such (trials) as came to those who passed away before you?"