Why did God construct our existence so that we must believe in things we cannot know or see? Why is faith so important to God? I do not think that faith is that important to God. Faith is just a means to accomplish his purposes.
We must have faith because we are finite. If we knew all there was to know, we would not need faith. If we knew with certainty that God exists, we would not need faith in God. If we knew for certain Jesus rose from the dead, we would not need to have faith that what the Bible tells us is true.
Why did God make us finite? Because we are finite, everyone, no matter if we are secular or religious, must have faith in something. No one has absolute certainty for their beliefs. God has given us the freedom to believe whatever we want to believe and to be whatever we want to be. God desires to see what type of individual we are, to see what type of person we are becoming.
What the Bible tells us is that if we become more like God, we will spend eternity with him. If we become unlike God, we will not spend eternity together. The choice is ours. The reason for faith is that it shows us who we are and who we are becoming. And this information is of critical importance because who we are will determine where we spend eternity.