Delusions, perhaps. I have known many people that feel that nothing 'bad' will ever happen to them, because they are 'good'. They may very well be, or they may just be under the assumption that they are.
Things happen in life, no one is exempt from trouble. Actually, you want to welcome the trouble, it is a lesson, and it will help you grow.
The whole idea of being here on the earth plane is to learn and grow, and find our way back to love. It's much easier to do this when we welcome the lessons as part of the growth process.
Try not to get all bent out of shape and waste time on 'why me'. Why not you? You don't want to redo the lesson over and over again, do you? You will repeat it, until you get it. You have not been singled out, everyone has problems. It is universal, we are all here for the same reason. But if you accept the lesson, and work on figuring it out, you just might not have to do it again. You will, however, end up being grateful for the lesson, your mind and your heart will be opened by it.
"An expectation, which is a belief that is centered on the future, may or may not be realistic." Wikipedia
Having expectation is setting yourself up for disappointment. It is a no win situation. Just do your life, don't worry about the future and what may or may not happen. Enjoy yourself, work through your problems, and love one another.
"Expectation is the root of all heartache" William Shakespeare