Purpose of warning and admonition (indhaar)

أَوَعَجِبْتُمْ أَن جَآءَكُمْ ذِكْرٌ مِّن رَّبِّكُمْ عَلَىٰ رَجُلٍ مِّنكُمْ لِيُنذِرَكُمْ وَلِتَتَّقُوا۟ وَلَعَلَّكُمْ تُرْحَمُونَ

Then do you wonder that there has come to you a reminder from your Lord through a man from among you, that he may warn you and that you may fear Allāh so you might receive mercy?"