The Romantics believed that they could find the spirit of God through nature. They believed this because they thought (at least many of them did) that since God created the natural world, this world was infused with traces of his divinity. They often depicted nature as a place of solace to the soul and thought of it as a space of purity, where one could escape the corruptions of the city. They also moved away from rationalism and found themselves attracted to the mysterious.
Because Blake, a Romantic, believed that nature was an expression of the divine, he was compelled to question why God created such a frightening and predatory beast as a tiger. A tiger is a beautiful creature, but it doesn't align with Christian concepts of God as a "lamb" in the form of Jesus or of nature as a gentle place filled with soothing flowers, butterflies, and babbling brooks.
The tiger represents to Blake the mystery of the sublime. In the sublime, the Romantics found the awe and terror of God made manifest. Usually, Romantics found the thrill of the sublime in beautiful but frightening landscapes, such as mountaintops or the edges of cliffs, but here, Blake finds it in the tiger. In his poem, Blake ponders the sublime mystery of why God created such a fearsome creature.