Why should they have asked "where is Hashem"?
Rashi: They should ask so before serving other gods. Radak - i.e. how can we cast Hashem behind our backs, and not turn to Him?!
Malbim: They should have realized that they are sheltered in His shade.
Why does it mention Yetzi'as Mitzrayim?
Malbim: Also now we are free because He took us from slavery to freedom.
Why does it mention leading us in the Midbar?
What are "Aravah", "Shuchah", "Tziyah" and "Tzalmaves"?
Rashi: They are plain, sunken (Radak, Targum Yonasan - empty), devastated and dark lands, respectively.
Malbim: "Aravah v'Shuchah" - it is full of pits. "Tziyah v'Tzalmaves" - the air is dry due to the sun, and there is a stench.
Why does it say "Lo Yashav Adam Sham"?
Radak: Do not say that they were once settled, and afterwards became a desolate Midbar. They were never proper to be settled. It is not a place to seed.
Radak citing Brachos 31a: If no one passed through, surely no one settled! Rather, Adam ha'Rishon decreed which places would be settled. Places that he did not decree that they would be settled, were not settled.
Malbim: It was not prepared to be settled. It is full of sand and snakes