Because Jesus has come- because Jesus has paid for every sin we can freely confess our sin and in turn enjoy his lavish grace.
“The more exposed I see that I am by the Cross, the more I find myself opening up to others about ongoing issues of sin in my life. (Why would anyone be shocked to hear of my struggles with past and present sin when the Cross already told them I am a desperately sinful person?) And the more open I am in confessing my sins to fellow-Christians, the more I enjoy the healing of the Lord in response to their grace-filled counsel and prayers.”
Milton Vincent, A Gospel Primer, page 34.
(HT: Ray Ortlund)