A candidate for The Big Question is: why does this 'world of sin' exist at all?
I am here using sin as in the Fourth Gospel to mean, mainly, death; and therefore to encompass the idea that this is a world of inevitable death; thus of ubiquitous change - decay, degeneration, sickness, pain...
Why did God create such a manifestly-imperfect world as this one? A world dominated by death?
The only satisfying answer is that this world is necessary. By necessary, I mean necessary to God's plans for creation.
In other words, this world of sin is needed for the fulfilment of God's creative plans.
Needed, yes - but obviously not as an end-point - because this changing world is intrinsically Not an end point. Here, the end of every-thing is death...
But as a necessary step towards God's goal. This world is a means towards an end.
And God's goal with creation is to raise Men up to his level - to enable Men (who are already sons and daughters of God) to choose to become fully divine; which means fully capable of creation.
God therefore needed both to make it possible for Men to become fully divine (i.e. to create Heaven); and also to enable Men to choose this possibility (i.e. to exercise agency, or free will).
What is the necessary step that 'this world of sin' enables?
Well, the one thing shared by all the diversity of Men of all human eras and situations is - A Body.
In other words, the primary fact of Man's experience is incarnation: getting a body.
And the body we get is a mortal body, a body that will die.
Therefore, we may infer that this is the primary purpose of this world is to provide all men with a mortal body: thus the purpose is the totality of mortal incarnation - necessarily including death.*
Jesus was born into this world of sin for the same reason as the rest of Men - he shared our fate: he was born to get a body - mortal body - and therefore to die.
The difference was that when Jesus's mortal body had died; he was (him-self) then resurrected with an immortal body.
Since Christians regard Jesus as the example we wish to follow; we implicitly accept that the best immortality is an incarnated immortality - that it is better to have an immortal body; than it would be to be immortal but without a body.
For Christians therefore; eternal incarnation is better (i.e. higher, more in accordance with God's plan) than eternal life as a spirit.
So this world of sin is a necessary step in God's plan of creation because it provides us with a mortal body; and by Jesus's birth and death in this world - he made eternal incarnation possible (which is, for God, the best possible kind of eternal life.
Incarnation and death is the only experience shared by all Men - including those who die in the womb, and those who die as babies or children. But if getting a body that was the only purpose of this mortal world, then we would not live such varied lives - and some people would not live for so many decades...
So there must be a secondary purpose to this world, and it must be a purpose that explains why each Man's experience of mortal life is unique.
In a nutshell; this secondary purpose to this mortal world is quantitative, rather than the qualitative fact of 'getting a body'.
'Living' our own unique life is about what is best for us, rather than what is absolutely necessary for all Men.
Our various experiences are in order that each of us, each specifically, has the best chance to learn those particular lessons we personally most need for the best possible eternal resurrected life.
At Christmas we celebrate the birth of Jesus into this world of sin which all Men share with him.
We celebrate Jesus getting a mortal body, and commencing a mortal life that would inevitably terminate in death.
It was what happened next, after his death, that was the primary work of Jesus, by which he changed reality forever.
*This clear understanding seems first to have been attained by the Mormon prophet: Joseph Smith.