The Holy Spirit, as the third Person of the Holy Trinity, is fully God. Despite this, He did not make His appearance in the world on His own; He was sent by the Son.
We also see that the Son of God, who became the Son of Man, mentions repeatedly that He came into the world because the Father sent Him.
The Son and the Holy Spirit chose not come into the world on their own because they were somehow incapable of doing so, but rather to teach us a fundamental truth: a fully realized existence depends on our obedience to the will of God.
Consequently, being obedient to the will of God is not simply a matter of personal preference; rather it is of the utmost existential importance for the well-being of each and every one of us.