Paul shows us the contrast between living in the flesh and living in the Spirit, and also the relationship between living in the Spirit and having true assurance that we are the children of God.
We see that all true children of God will struggle with their sin, will seek to put it to death and live the new life in Christ. They will have the confidence, knowing God to be their Father, to address Him as such. The Spirit of God will testify with their own spirits that they are God’s children. As they live more and more godly in Christ and come to resemble Him more and more, they will also suffer persecution. While we do not look for this, when it comes it does serve to confirm us in our profession of faith.
Unbelievers know none of this struggle, none of this assurance, and none of this persecution but they face a lost eternity of destruction in Hell for rejecting the Savior offered to them in the Gospel.