The unemployed are a critical component of the free market system as operated in this country. The price of things in this market is controlled by excess supply. The unemployed are the excess supply of labor. If everyone who wanted one had a job, then every employer seeking to fill a new position would have to compete with an existing employer for their labor, in short they would have to steal you from your current employer. This usually costs because workers face a risk that they will not like the new job / employer so it takes an incentive to get many of them to move.
This is a great thing for workers but usually results in inflation pretty quickly. Bankers and Wall Street types do not like inflation, and they pretty much do not like rising labor costs. So on most occasions the FED steps in to tighten money with higher interest rates to slow the economy down. This produces unemployment and keeps labor cheap. The fact that some of the people are almost always unemployed is an artifact of monetary controls to tame inflation. To some very real extent unemployment is by design and quite intentional.