What explains such an unspeakable gift?

The unspeakable gift can only be rightly understood
in light of the unspeakable need.

The unspeakable need is our need to be saved from the penalty for sin.
One does not have to think very long about the commandments for living
given by God to know that we all like to do what we want to do
rather than what God wants us to do.
"Now we know that what things soever the law saith,
it saith to them who are under the law:
that every mouth may be stopped,
and all the world may become guilty before God." {Rom. 3:19}