Sometimes God will deliver you from whatever it is that seeks to do you harm. But there are other times when, because He wants to give you a special encounter with Himself, He will not deliver you from it—but He will join you in it. Sometimes He wants you to see that even when you are in the fire, just like the bush Moses encountered, you will not be burned up. Sometimes heaven wants to join you in a bad situation instead of taking you out of it.
