There are two occasions when the Lord asked “Why?” that stand out from all the rest.
Once it was to God He cried it and once to Saul of Tarsus. Once to the Holy One and once to the chief of sinners. Once He cried it from the shameful cross and once from His glory in heaven. In each case the name was repeated.
In Matt. 27:46 we find the first anguished “Why?” as He cried: “My God, My God, why hast Thou forsaken Me?” The other is found in Acts 9:4, where He called from His exile in heaven: “Saul, Saul, why persecutest thou Me?”
These two questions represent the greatest riddles of history and yet strangely, one of them is the simple solution to the other! Why did God forsake His Son? You will find the answer when you ask why mankind, represented by Saul, forsook and even persecuted God’s Son. God’s action, in giving Christ up to die, was the antidote to man’s. Christ’s death was the remedy — the only possible remedy — for man’s sin. It was because of the utter unreasonableness of man’s sin that God, to save him, had to be more than reasonable.
Saul had led his nation and the world in rebellion against Christ, but this is just why, in infinite love, God chose him to become the great apostle of grace, telling the world that “Christ died for our sins.”
Hear him tell how he had been “a blasphemer, and a persecutor, and injurious” but how “the grace of our Lord was exceeding abundant” (1 Tim. 1:13,14). Hear him say:
“Christ Jesus came into the world to save sinners, of whom I am chief, Howbeit for this cause I obtained mercy, that in me first Jesus Christ might show forth all long suffering, for a pattern to them which should hereafter believe on Him to life everlasting” (Vers. 15, 16).
Since the “chief of sinners” is now in heaven, there is hope for us all if we but trust in the Christ who died for us. source