Why am I going through this trial?
Is it wrong to ask the Lord that?
Every trial is designed to teach us something. There is something in each trial that the Lord wants us to see, both about ourselves, and about Him. There is often something He wants to fix in us–or something He wants to equip us with for the next area of service He is moving us into. He also uses trials to teach us some aspect of Him that we would not have known experientially if not for that particular trial.
So from that mindset, it is not wrong to ask the Lord what the purpose of the trial is, as long as we are asking with a teachable spirit. Look at the difference in the responses of Zechariah, the father of John the Baptist, and Mary, when the angel Gabriel appeared with an important message.
Remember, you are going THROUGH–not staying in that trial forever.