We celebrate Purim because of the miracle by which Hashem saved us from annihilation, G-d forbid.
Derech hateva, those days were the best of times for the Jewish people. Mordechai, who was in the Sanhedrin, was an advisor to the king. Esther was the queen. In the times of golus, we never had a Jewish wife of a king who ruled over the entire world. So, those were very good times, and the Jews felt very safe.
Yet, the opposite happened: In the blink of an eye, the Jews were in grave danger of annihilation. [lehashmid laharog ule’abed... b’yom echad.] And there was nowhere to run because Achashveirosh ruled the entire world. In other times of golus, Jews were able to run to other countries. Not here.
How could such a calamity happen in such a safe time for the Jews? The Gemara says [Megila-12,a:] that it was because the Jews partook in the festivities of Achashveirosh and came in contact with non-kosher food.
In response, Mordechai and Esther did not start with diplomacy. Rather, first, Esther said to Mordechai: “Go and gather all Jews in Shushan and fast on my behalf, and I with my maidens will fast as well. Then, I will go to the king.” Esther was supposed to find chein in the eyes of the king, yet she fasted for three days, which derech hateva, did not help her appearance to Achashveirosh.
The lesson of Purim to Klal Yisroel and individuals alike is that a Jew gets everything directly from Hashem – who is not bound by the rules of teva – when he connects to Hashem through teshuva, Torah, and mitzvos. Then, when he does any hishtadlus, Hashem will help him even l’maalah miderech hateva.
SYNOPSIS OF LEKUTI SICHOS V1 P213-215