Finally, then, brothers, we ask and urge you in the Lord Jesus, that as you received from us how you ought to walk and to please God, just as you are doing, that you do so more and more. For you know what instructions we gave you through the Lord Jesus. For this is the will of God, your sanctification: that you abstain from sexual immorality; that each one of you know how to control his own body in holiness and honor, not in the passion of lust like the Gentiles who do not know God; that no one transgress and wrong his brother in this matter, because the Lord is an avenger in all these things, as we told you beforehand and solemnly warned you. For God has not called us for impurity, but in holiness. Therefore whoever disregards this, disregards not man but God, who gives his Holy Spirit to you. 1 Thessalonians 4:1–8, ESV
Holiness is commanded by God. He wills it. Our Lord Jesus Christ requires it and the Word of God calls for it. The goal of our redemption is that we become Holy as God is Holy. Our Lord died on the cross in order that all of His people would be justified. This justification is God’s declaration that we are righteous having Christ’s righteousness imputed to our account. This had to come first in order that we may be sanctified and made Holy.