God lets us experience sifting. For some reason, the process is important. It is part of the on-going battle in the spiritual realm.
God has made us partners in his mission. We are not just spectators, we are active participants. We can respond, initiate, succeed or fail.
He could protect us. He could regenerate us, so we are morally perfect in this life.
My personal theory is: if he protects us, if he perfects us, we lose something. Choices we would need to struggle with, are made automatically. There are no steps of faith. There is no need to forgive. Unity is automatic. Love is no problem.
The cross is a proclamation of God's grace. It is a declaration that we are dependent on God. Even when we change allegiance by choosing to follow Jesus, become a part of his family, granted access to his heavenly kingdom to be with him forever, we still need grace. We are still dependent on him.
If we are dependent on him, we still need him to act on our behalf. If he still acts for us (and we are alert), we will see the reality of God, we will have reason for praise and worship, and God will receive glory.