Why isn't it enough just to be "connected to" or "conduit of God"? Why "channel God" and undergo some (usually abject, mortifying, self-abegnating) "transformation to an exalted state" in order to do so? In other words, why isn't this sad and happy – tragic and absurd – life, here and now, being wholly entangled in nature itself enough to "contemplate" (practice philosophy as a way of life ~P. Hadot)? After all, insofar as nature / God is infinite (à la Spinoza), each one of us belongs to infinity and is part of the infinite.

Why isn't it enough just to be "connected to" or "conduit of God"? Why "channel God" and undergo some (usually abject, mortifying, self-abegnating) "transformation to an exalted state"

On the assumption that it is the next stage in the development, or growth of the person*.

There are numerous reasons for this, there is lots of literature on the life lead by people who have a faith, the path of service, to chose the righteous path etc.
Also, there is the issue of making one’s contribution towards the harmony and success of humanity. For example, imagine if everyone had followed the advice of Jesus two thousand years ago and continued to for generations. We would presumably be living a better life by now.

*For me this process is part of endeavouring to live my best life. On the assumption that if one is following divine guidance, or direction, one is living a slightly better life than if one had not.

For example, imagine if everyone had followed the advice of Jesus two thousand years ago and continued to for generations. We would presumably be living a better life by now. — Punshhh

Specify which "advice" you're referring to – on the whole I think Jesus' teachings were not very coherent and always morally right. Also, imo, many peoples in many places before were "living a better life" than Jesus' contemporaries (e.g. hunter gatherers ... Daoists, Confucians, Epicureans, Kynics, Stoics, etc).

Specify which "advice" you're referring to

I’m not a biblical scholar, so I’m only using it as an example of how religious ideology can modify one’s behaviour to benefit society. The other examples you gave include something equivalent an ethical code which improved the group experience in their societies. Whether Jesus was morally right, is not relevant. Because on the whole his teachings were constructive with regard to these ethical codes.