“The LORD saw that the wickedness of man was great in the earth, and that every intention of the thoughts of his heart was only evil continually.” Genesis 6:5
“For out of the heart come evil thoughts, murder, adultery, sexual immorality, theft, false witness, slander.” Matthew 15:19
At the cross, God did not think of our feelings. Jesus did not accomplish what all humans desperately wanted him to accomplish. And this is a good thing.
Apart from God, as you see in just two examples from scripture above, humans want to sin. As Romans 1 describes, humans prefer creation to the Creator. Humans prefer sin to righteousness. Humans don’t want God; they want to be God.
God was mercifully insensitive to our feelings and desires at the cross. He was not insensitive in a rude or sinful way, but insensitive in a graciously holy way. Instead of listening to all our of our desires for sin and freedom from God, he heeded the wisdom of his eternally fixed plan to give sinners the exact opposite of what they wanted and deserved.
As we also see in Romans 1, God does indeed give many people over to their sin – he is not sensitive to their feelings – he issues judgment. But for those whom God has graciously chosen to redeem through Christ, God has thrown all sensitivity out the window. He is insensitive to our desire for sin, and it is a thing of mercy. For those who are found in Christ, God will not give us over to our sin; but he will give us over to his righteousness.