Especially when we direct our gaze toward spiritual worlds should this question concern us: Why are we born out of the spiritual worlds into this physical world? Well, we are born into this physical world (tomorrow and next day I will develop in greater detail what I shall sketch today) — we are born into this physical world because here on this earth there are things to be learned, things to be experienced, which cannot be experienced in the spiritual worlds; but in order to experience these things we must descend into this physical world, and from this world we must carry up into the spiritual worlds the results of this experience. In order to attain that, however, we must really plunge down into this physical world; our very spirit in its quest for knowledge must dive down into this physical world. For the sake of the spiritual world, we must immerse ourselves in this physical world.
Source: GA 194 – The Mysteries of Light, of Space, and of the Earth – Lecture I – Dornach, December 12, 1919