The Lord never does anything contrary to his design because he himself is the design. The divine truth that emanates from him is what establishes the design, and divine truths are the laws of the design by which the Lord is leading us. Saving people by unmediated mercy is contrary to the divine design, and anything contrary to the divine design is contrary to the divine nature.
The divine design is heaven for us. We have distorted it by living contrary to its laws, which are divine truths. The Lord brings us back into the design out of pure mercy, through the laws of the design; and to the extent that we are brought back, we accept heaven into ourselves. Whoever accepts heaven enters heaven.
This shows again that the Lord’s divine mercy is pure mercy but not unmediated.
If we could be saved by nothing but mercy then everyone would be saved, even the people in hell. In fact, there would not be any hell because the Lord is mercy itself, love itself, goodness itself. So it goes against his essential divine nature to say that all people can be saved directly and that he does not save them. We know from the Word that the Lord intends the salvation of all and the damnation of no one.
Many people who arrive in the other life from the Christian world bring with them a faith that they are going to be saved out of straight mercy, because they plead for it. When they are examined, though, it turns out that they have believed that getting into heaven was simply a matter of being let in, and that people who had been admitted were in heavenly joy. They have had no notion of what heaven is or what heavenly joy is. So they are told that the Lord does not deny heaven to anyone. They can be let in if they wish and even stay there. Some who wanted to were actually let in; but at the very threshold, at the touch of heaven’s warmth (that is, of the love angels are engaged in) and the inflow of heaven’s light (which is divine truth), they were seized with such pain in the heart that they felt themselves in the torments of hell rather than in the joys of heaven. Struck by this, they plunged down headlong. In this way they were taught by firsthand experience that no one can enter heaven out of straight mercy.
from Heaven and Hell, Sections 523-525