I think it is a question every Christian would all like to ask God, given the opportunity. It is an honest question. A humble one, I hope. If you have the ability to immediately destroy and remove all of a Christian's sin the very moment he puts his faith in Jesus Christ, why don't you? Why didn't you?
There is always a good bit of debate in the Christian world about exactly how God sanctifies us and how human effort relates to divine work. Whatever we believe about sanctification, we know it is a lifelong battle and we know it is a difficult one. The difficulty is related to the extent of our depravity, the fact that the effects of sin extend to our every part, to our minds, our hearts, our wills, even our bodies. We could give every moment of every day to the battle against sin and still die as deeply sinful people. Every Christian will die much more holy than he was when he first put his faith in Jesus Christ, but a lot less holy than he would like and probably a lot less holy than he would have imagined.
The Bible is indispensable in sanctification. Literally. You cannot and will not grow in holiness without reading God's Word, without submitting yourself to God's Word, without applying its truths to your life. And yet the Bible does not zap away sin any more than my salvation does. I have discovered in my own life that there are not a lot of texts in the Bible that instantly obliterate a particular sin. Rarely do I hear a text preached and see an instant, substantial advance against a sin. Never do I read a text and see my sin immediately and irreversibly melt away.
Rather, the Bible provides the categories for my sin, it displays my sin in all its ugliness, it displays holiness in all its beauty, it exposes me as a sinner, it convicts me of my need to do battle against this sin, it gives me the desire to destroy it, it arms me to do so, and gives me hope through the gospel that this sin—even this sin with such a grip on me—is powerless before the indwelling Holy Spirit. And then begins the long and difficult task, the moment-by-moment battle, of killing it, of going back to the Bible again and again and preaching its truths to myself, of relying on the Spirit, of calling out for his help, of waging war against my own flesh, my own desires, my deep-rooted habits, my mind, eyes, ears, heart, hands, feet, and everything else I am.
Putting sin to death is never easy—life does not bring much that is the rare combination of easy and worth doing. Sanctification is no exception. Yet few things are more rewarding, more encouraging, than seeing victory over sin, seeing a pet sin begin to look ugly, seeing its power erode, seeing its prevalence diminish. Few things bring so great a sense of God's pleasure and so great an opportunity for worship than not sinning in the face of what was once a near-irresistible temptation.
I don't know why God did not sovereignly remove all my indwelling sin the moment I became a Christian. I don't know why he does not zap it away through a simple encounter with Scripture. What I do know is that sanctification is a battle, but a battle always worth fighting.