First of all, this was a parable. It was a story Jesus made up to prove a point and did not actually happen. Second, the widow was not exactly at his mercy. She was persistently stubborn at annoying him until he gave her what she wanted. In other words, she won because he wanted her to go away. Her stubbornness in the story was used as an illustration of faith. The widow believed she would be granted legal protection even though she had to fight for it from an unrighteous judge. The judge is one of many characters Jesus uses in his parables to illustrate how God could be but is not. God could be some higher power who gives in only because we annoy him and he would rather appease us than destroy us. In this case, the relationship between God and man would be like the parent whose child begs for something. The parent says no but later gives in to stop the whining. God could also give up and wipe us all out, destroying the entire universe simply by speaking it out of existence. He doesn't do that, either. Instead, he gives us what we need as soon as we need it. However, there is another theme here that is common in Jesus' parables. The needs are spiritual rather than physical. God will instantly deliver us from spiritual danger if we call on him, but due to the evil he allows in this world for fear of pulling up the wheat with the weeds (another parable referring to those who will eventually seek God but are currently entangled in sin and need time to repent), he usually does not obliterate evil that is causing us physical harm. It is better to lose the body (i.e. die) than to lose the soul.