Think about this, at the "first stage" you are saved and not sinning. When you have the Lord and knowingly sin, you should be pained and be in a must worse "STATE" because the Holy Spirit is present reminding you God is sufficient enough to take care of your needs! What a great nagging huh?! It's God saying, "C'mon stop that! You are taken care of, there is no need for this sin anymore to fulfill, you now have ME!"
Our conscience is nagged, much worse when we have the Holy Spirit than when we didn't!
This has nothing to do with losing salvation, because salvation can NOT BE LOST! Salvation is not conditional on what YOU do, but what Christ did. That's why God is so GOOD because we can not save ourselves!