There once was a villager from a very rural village who visited a modern city. He was impressed by all of the conveniences in the city he didn't have in his tiny village. For example, in his village, if you wanted water, you had to draw it from the well. In the city, people could turn on a tap inside their home and get clean water.
Before he went back to his village, he bought some faucets, so he too could get water inside his house. He installed the faucet in his house, then invited the whole village over to witness the miracle of modern plumbing.
Of course, when he turned on the tap, nothing came out. It takes more than a faucet to work. You need pipes and plumbing and a whole water distribution system.
When Am Yisrael left Egypt, they acquired immediately required emunah which is why they couldn’t pass any of the tests in the desert. There are no shortcuts in Emunah. As it says in Mishlei, if you are rushing, you will likely make a mistake and commit a sin. Just like a ladder, one cannot skip any of the rungs. If someone tries to skip a rung, they will fall down.
It is the same with Emunah. There are no shortcuts, and that is why the Gemara in Chulin says we need to put blue threads on the four corners of tzitzit. The blue color reminds us of the sea. The sea reminds us of the sky. The sky reminds us of the Sapir stone. And the Sapir stone reminds us of the Throne of Glory.
Why can’t we simply make something that reminds us of the Throne of Glory? To teach us a very important lesson: Emunah is step by step. There is no way we can jump from a low level to a higher level without taking every step.
Despite the fact that Am Yisrael saw many miracles, They were not toiling to acquire Emunah. That is why they lost this high level very quickly. When Mashiach comes, it says כי לא בחפזון תצאו - the salvation will not come quickly, as opposed to our first salvation in the exodus from Egypt, but step by step.