"For they that say such things declare plainly that they seek a country." (Hebrews 11: 14)
When we receive Jesus as our Savior, we are not just forgiven all our sins.
We are brought into a new country, a new nation:
"[God the Father] hath delivered us from the power of darkness, and hath translated us into the kingdom of his dear Son:" (Colossians 1: 13)
Paul writes to the Philippians:
"Only let your conversation [citizenship] be as it becometh the gospel of Christ: that whether I come and see you, or else be absent, I may hear of your affairs, that ye stand fast in one spirit, with one mind striving together for the faith of the gospel;" (Philippians 1: 27)
"For our conversation is in heaven; from whence also we look for the Saviour, the Lord Jesus Christ:" (Philippians 3: 20)
"9But ye are a chosen generation, a royal priesthood, an holy nation, a peculiar people; that ye should shew forth the praises of him who hath called you out of darkness into his marvellous light: 10Which in time past were not a people, but are now the people of God: which had not obtained mercy, but now have obtained mercy." (1 Peter 2: 9-10)
Because of the Gospel of grace, we are now children of God, seated in heavenly places. God our Father loves us as much as His own Son, and just as His kingdom stands forever (Isaiah 9: 6-7), so too we reign with Him:
"For if by one man's offence death reigned by one; much more they which receive abundance of grace and of the gift of righteousness shall reign in life by one, Jesus Christ." (Romans 5: 17)
The country sought by the Patriarchs of the Old Testament, we live in today, because of Jesus, our King of Kings!