We have seen that we are already close to Hashem in every kind of way, but we merely know mentally that we are close. The problem amongst most people is that this is merely information. But the clear feeling of closeness, the feeling that Hashem is always near us and in us, the feeling that we are really His children, the feeling that we are His friends, is something we lack. We are close, but we don't sense it. When we are physically close to something, we sense it, but when the closeness is spiritual, we may know of it, but we don't always feel it all that much.
(Bilvavi Mishkan Evneh)