First I need to say what redemption is. To redeem means to free the captive and the bound from damnation, to rescue them from everlasting death, to snatch them from hell, and to carry them away from the hand of the Devil. The Lord did this by gaining control over the hells and establishing a new heaven.
Otherwise we could not have been saved, because the spiritual world is so closely connected to the earthly world that they are inseparable. The main connection between the two worlds is through our inner levels—our souls and our minds.
For good people, that connection is with the souls and minds of angels; for evil people it is with the souls and minds of hellish spirits. We are so united to the angels or the hellish spirits that if they were taken away from us we would fall down as dead as a piece of wood. Neither could the angels or the hellish spirits continue to exist if we were taken away from them. This makes it clear why redemption was brought about in the spiritual world and why heaven and hell had to be restructured before a church could be established on earth.
This sequence is clear in the Book of Revelation: after the new heaven was made, the New Jerusalem, which is the new church, came down from that heaven (Revelation 21:1, 2).
from True Christianity, Section 118