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Our heroes are (or a government is, for all I care) friends with a (seemingly) benevolent superhuman entity. This Entity is quite powerful and can provide various advancements that are used by the heroes, but it is more or less useless for the general public because it could effectively destroy the economy by sharing its advancements and the heroes have kindly asked it not to do that.
Now our heroes face problems and as proper humans are proud to solve them mostly themselves, sometimes with a tip or hint from and often with a gadget given/power granted by the Entity. But now they face a Big Problem, quite possibly an extinction event. The heroes try to fight/solve it and have to retreat because they are outmatched. Rethinking time.
What is a believable reason why they don't ask the Entity to solve their problems? Alternatively: Why the Entity won't solve their problem? (One reason per answer encouraged to avoid list answers.)
Assumptions:
The Entity wouldn't really suffer consequences by not solving the Big Problem, no matter how it ends for the heroes and the rest of the world.
The Entity would however suffer consequences if it would try to solve the problem. It is not even entirely clear if the Entity would succeed at all and it could, if things comes to the worst, cease existing. Both the Entity and the heroes know that.
The leader of the heroes (or a majority of them) might just think that putting such important matters into the hand of the Entity might result in it believing it should do that all the time, for the greater good of mankind. And while the Big Problem might be even a problem for the entity, both the heroes and the entity know that subjugating the heroes and rest of the world wouldn't be difficult for the Entity.
The entity might as well offer sanctuary to its friends/the heroes (only).
Even giving these thoughts I think it is kinda obvious to ask the Entity "Could you please make the Big Problem go away?" and it could reply "Well, I could give it a shot." That wouldn't fit my current narrative and while I could work some way out for the Entity to fail in a humiliating way preventing it to try a plan B, I would prefer if there would be a reasonable scenario where this doesn't even happen.
PS: On-topic discussion on meta
(2)More posts by @Ann1701686
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I can see several differently flavoured options.
The Entity is worshipped as a God, or similar. You do not risk your God's existence for your own goals. You give up your life for your God. This is an approach you see in Zelazny's "Amber Chronicles" (described from the "Gods'", a.k.a the Princes of Amber's, POV), I am fairly sure I've also seen movies with humans giving up their life to protect an angel. If your Entity is perceived as divine, which is not unreasonable considering it's benevolent and superhuman, your men might consider it sacrilege to endanger it.
Preservation of Free Will. Sure Entity is benevolent and stuff, but if we always let it tell us what to do and how to solve our problems, what makes us better than slaves, blindly obeying our master? We want to do things ourselves, our way. Pride, naturally would play a role here, but you can give it a "Paradise Lost" twist.
Are the Entity's goals known? Is it known with 100% confidence to be benevolent, or has it only been benevolent so far? How much do the humans trust it? If they are already in dire straights, revealing a weakness to a powerful entity whose allegiances are not known might not be strategically sound.
What solution you ultimately pick would need to work with the themes of your story.
There are a few plausible reasons for your heroes to act that way:
The Entity in not a Hero. It may be good at granting powers, but terrible at fighting, like an aircraft carrier without its aviation. Heroes may understand that their best chance for victory is using the Entity indirectly;
Entity's direct involvement can be fatal for the humanity. Entity's methods of fighting can be particularly deadly for the environment, or aliens may have a way of subverting it, which would make things much worse. Heroes may also suspect that the Entity, being fully unleashed, may turn malevolent on its own, proceeding with enslaving the humanity or destroying it;
Heroes may be too proud and would rather risk the fate of humanity than admit their weakness;
Heroes may have other motives that don't coincide with the benefit of humanity (i.e. they are really villains).
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