Martin Luther explains one of the chief reasons. Here’s what he says in The Freedom of a Christian (quoted in Don’t Stop Believing: Why Living Like Jesus Is Not Enough):
Although I am an unworthy and condemned man, my God has given me in Christ all the riches of righteousness and salvation without any merit on my part, out of pure, free mercy, so that from now on I need nothing except faith which believes that it is true.
Why should I not therefore freely, joyfully, with all my heart, and with an eager will do all things which I know are pleasing and acceptable to such a Father who has overwhelmed me with his inestimable riches?
I will therefore give myself as a Christ to my neighbor, just as Christ offered himself to me; I will do nothing in this life except what I see is necessary, profitable, and salutary to my neighbor, since through faith I have an abundance of all good things in Christ.