Christians need to hear the gospel. I've always heard that all Scripture points to the cross. That doesn't mean that any random verse will tell the story, but in its context, any Scripture passage will point to the message of salvation. When we sit in a worship service and listen to a sermon, we aren't just learning of our need for a Savior. We are hearing the gospel over and over. Since all Scripture points to the gospel it would only seem natural that sermons based on the Scripture will too. Worship services are designed for Christians to worship our Saviour. What better way to worship Him than to meditate on what He has done on the cross? We can learn all the intricacies of salvation as we learn the whole of Scripture, then we can worship Him better.