Because apart from Christ humans are God’s enemies. In Romans 5:9 Paul is referring to that wrath that is now already being revealed from heaven over humanity (Romans 1:18) and which will lead to the last judgment at the end of time. In his wrath, God allows people to distance themselves more and more from him until they eventually die. We are saved from that wrath through Christ. He guarantees our return to God and our new nearness to the Holy One through his death which serves as our guarantee because it even preceded our faith.
What Paul states briefly in Romans 5:9, he repeats in greater detail in Romans 5:10 For if while we were enemies we were reconciled to God by the death of his Son, much more, now that we are reconciled, shall we be saved by his life.
Paul now writes more explicitly, because he now presents this reality in terms of the power of the risen and living Lord in heaven. His intervention works peace with God — also for the people in Rome (Romans 5:1) —and causes the outpouring of the Spirit in the hearts of both Jew and Greek (Romans 5:5). This reconciliation with God took place while we were still God’s enemies.1
9 Since, therefore, we have now been justified by his blood, much more shall we be saved by him from the wrath of God.