That is a question that you must ask God. Paul makes it very clear that we have no right to judge God, which is exactly what we do when we ask such questions, in Rom. 9:18-21.
(Rom 9:18) Therefore hath he mercy on whom he will have mercy, and whom he will he hardeneth.
(Rom 9:19) Thou wilt say then unto me, Why doth he yet find fault? For who hath resisted his will?
(Rom 9:20) Nay but, O man, who art thou that repliest against God? Shall the thing formed say to him that formed it, Why hast thou made me thus?
(Rom 9:21) Hath not the potter power over the clay, of the same lump to make one vessel unto honour, and another unto dishonour?
The simple fact is that it is God's mercy and He can give it to whomever He will. He had no mercy on the fallen angels and will have no mercy on any who die in their sin He gives them their just reward.
What we must rejoice in is that He does have mercy and He has it on us. God's sovereign electing love is actually the most humbling thing that can ever happen to a sinner. It puts the sinner on his face at the feet of Christ because He didn't have to have mercy on me and could have just as easily left me to myself and my sin.