Since sin had caused a separation between God and people, God set up the system of sacrifices in the Old Covenant to provide a covering for those sins. God also limited himself by enclosing himself in the Holy of Holies. All this was done to protect the people because, if sinful people were to come into his presence, his wrath would judge their sins and the people would also be consumed along with the sins.
Only one person, the High Priest was permitted to enter God's presence and that was only on the Day of Atonement. On that day, the High Priest entered the Holy of Holies bringing the blood of a lamb that had been sacrificed. If he had tried to enter without the blood, he would have died as his sins were judged. The blood provided a covering for his sins so that he would be protected in the presence of a holy God.
When Jesus was crucified, he entered the presence of God as our High Priest bringing his own blood. Our sins have now been dealt with once and for all so no other sacrifice is needed. There is now no separation between us and God because the blood of Jesus has brought us near. (Ephesians 2:13) We're as close to God as we'll ever be because, in Christ, we're now one with him. (Galatians 2:20)
In the religious system, we're told about our union with Christ but it seems to be more talk than an actual truth that is lived out. Legalism is often mixed with grace in such subtle ways that it makes the truth of God's grace ineffective in most believers' lives. Songs like "Holy Spirit, Rain Down" lead us to believe that God is far away on the other side of Mars and that we have to invite him to show up. We pray and we fast trying to get him to show up. We sing and dance ourselves to exhaustion because we believe God inhabits our praise.
The truth is that he's always with us because he's in us. We don't have to do anything to get him to show up because he's already wherever we are. He said he would never leave us nor forsake us so we no longer have to struggle and strive to get him to show up. Jesus died and was raised from the dead so that the wall of separation would be destroyed. There's no longer any separation between us and God and we now live out of our union with him.
"For in him we live and move and have our being." (Acts 17:28)