God is never far from us but we have gone far from God in our thoughts, ways and characters.
Malachi 3:7 Even from the days of your fathers ye are gone away from mine ordinances, and have not kept them. Return unto me, and I will return unto you, saith the LORD of hosts. But ye said, Wherein shall we return?
A lot happens when go our own. We tend to regret when do things our ways and not God's way. The reason God seems far away from us is that we have gone our own way not the way of God. He has better plan for us and His ways is not our ways neither His thoughts our thoughts.
It is for own good if will follow the ways of God because God Himself is the way according to
John 14:6 Jesus saith unto him, I am the way, the truth, and the life: no man cometh unto the Father, but by me.
Therefore, we can not miss the way when we follow he who is the Way Himself.