First,-How can these things be, or why are they permitted? Since the Lord hates sin, teaches his people to hate it and cry against it, and has promised to hear their prayers, how is it that they go thus burdened? Surely if he could not, or would not, over-rule evil for good, he would not permit it to continue.
1.) Teach us depth of our sin
By these exercises he teaches us more truly to know and feel the utter depravity and corruption of our whole nature, that we are indeed defiled in every part.
2.) Teach us to love Christ's gracious dealings with us
His method of salvation is likewise hereby exceedingly endeared to us; we see that it is and must be of grace, wholly of grace; and that the Lord Jesus Christ, and his perfect righteousness, is and must be our all in all.
3.) Display that He can accomplish His glorious will despite our sin
His power likewise in maintaining his own work, notwithstanding our infirmities, temptations, and enemies, is hereby displayed in the clearest light, his strength is manifested in our weakness.
4.) To taunt Satan by showing his limits
Satan likewise is more remarkably disappointed and put to shame, when he finds bounds set to his rage and policy, beyond which he cannot pass; and that those in whom he finds so much to work upon, and over whom he so often prevails for a season, escape at last out of his hands. He casts them down, but they are raised again; he wounds them, but they are healed: he obtains his desire to sift them as wheat, but the prayer of their great Advocate prevails for the maintenance of their faith.
5.) So that we might help others who struggle
Further, by what believers feel in themselves they learn by degrees how to warn, pity, and bear with others. A soft, patient, and compassionate spirit, and a readiness and skill in comforting those who are cast down, is not perhaps attainable in any other way.
6.) To increase our longing for the next world
And lastly, I believe nothing more habitually reconciles a child of God to the thought of death, than the wearisomeness of this warfare. Death is unwelcome to nature; but then, and not till then, the conflict will cease. Then we shall sin no more. The flesh, with all its attendant evils, will be laid in the grave, then the soul, which has been partaker of a new and heavenly birth, shall be freed from every encumbrance, and stand perfect in the Redeemer's righteousness before God in glory. --John Newton, read the whole letter