G-d, who is infinitely compassionate, did the most compassionate thing, which was to create us and give us the ability to be compassionate on others. The way we bring Hashem to reside with us is to transform the world (tikkun olam) “to make it a place that G-d can call home.” We do this by performing acts of loving kindness, making the mundane holy, and manifesting G-d’s divine providence. In essence, it’s not enough for us to know G-d exists, but we need to be a light unto the nations to reveal G-d’s unity, sanctity, and ongoing relationship with his creations to everyone in the world.
Like the story of the priest from the Holocaust, we don’t believe G-d exists, but rather, we know He exists. And when we perform our mission in this world by doing good deeds and manifesting G-d’s oneness and divine providence then we make this a place where G-d wants to reside with us in this world as well as in the world to come.