Here' why it's so important.
First, when we feel insecure unless we have something or someone other than God, it reveals that God is not enough for us.
But God IS enough. ONLY God is enough. It grieves his heart when we listen to other voices (that care less for us than he does) over his voice.
When the people ask for a king in 1 Samuel 8, they reject God's leadership out of fear. They don't believe God can overcome corrupt leadership in Israel and their enemies that are pressing in on them. They believe a king can provide greater security than God.
The people were asking for something more than God to make them secure.
But when we look for our ultimate security outside of God, we open the door to enslavement.
That's what God warns the people about: "the king will make you into slaves."
You become a slave to that which you depend on for happiness and security.
If you have to have a certain kind of relationship to be happy, you become a slave to that relationship.
If you have to be successful to find fulfillment, you become a slave of success.
Same goes for any form of physical escape. It can quickly enslave us.
One more thing: When we find our ultimate security outside of God, we lose our influence for Christ in the world. We look just like everyone else and have nothing unique to offer.
God is not an add on to life. He is king.
Only Jesus is a king worth trusting for our security. On the cross he proved it. We need to remember that. We need constant reminding.