Why do the dead have to be delivered from the coming wrath?
1Th 4:16 For the Lord Himself will descend from heaven with a shout, with the voice of an archangel, and with the trumpet of God. And the dead in Christ will rise first.
The dead are dead. They need no protection. What this is describing is the resurrection of the saints. This is the same event described in Revelation 20:
Rev 20:4 And I saw thrones, and they sat on them, and judgment was committed to them. Then I saw the souls of those who had been beheaded for their witness to Jesus and for the word of God,(THE DEAD IN CHRIST) who had not worshiped the beast or his image, and had not received his mark on their foreheads or on their hands. And they lived and reigned with Christ for a thousand years.
Rev 20:5 But the rest of the dead did not live again until the thousand years were finished. This is the first resurrection.
Rev 20:6 Blessed and holy is he who has part in the first resurrection. Over such the second death has no power, but they shall be priests of God and of Christ, and shall reign with Him a thousand years.
Those in the first resurrection are those who are dead in Christ and those Christians who are alive when Christ returns.
And since our bodies will be instantly transformed into glorified, spiritual bodies, we will need no protection or need not worry about any man!
1Co 15:51 Behold, I tell you a mystery: We shall not all sleep, but we shall all be changed—
1Co 15:52 in a moment, in the twinkling of an eye, at the last trumpet. For the trumpet will sound, and the dead will be raised incorruptible, and we shall be changed.
1Co 15:53 For this corruptible must put on incorruption, and this mortal must put on immortality.
1Co 15:54 So when this corruptible has put on incorruption, and this mortal has put on immortality, then shall be brought to pass the saying that is written: "DEATH IS SWALLOWED UP IN VICTORY.
At the ONE return of Jesus Christ Christians are instantly transformed and meet our king in the air to escort him to the Mount of Olives:
Zec 14:4 And in that day His feet will stand on the Mount of Olives, Which faces Jerusalem on the east. And the Mount of Olives shall be split in two, From east to west, Making a very large valley; Half of the mountain shall move toward the north And half of it toward the south.
Zec 14:5 Then you shall flee through My mountain valley, For the mountain valley shall reach to Azal. Yes, you shall flee As you fled from the earthquake In the days of Uzziah king of Judah. Thus the LORD my God will come, And all the saints with You.
It's all the same event. Zechariah, 1st Thessalonians and 1st Corinthians all describe the 2nd coming of Jesus Christ and the resurrection of the saints at his coming. He then makes war against those nations that have come against Jerusalem. There is no 2nd coming and then a 3rd coming.
“Why do the dead have to be delivered from the coming wrath?”
The dead? Read on to the next verse:
17 - After that, we who are still alive and are left will be caught up together with them in the clouds to meet the Lord in the air. And so we will be with the Lord forever.
Revelation 20-26 describes those who come to Christ after the rapture.
Second Coming of Christ:
Angels will announce Jesus Christ’s coming and gather all the faithful Jews back to their homeland. All will see the Lord coming in glory and will mourn (Matt. 24:30).
Rapture:
On the contrary, the earth will be left in “great delusion” when the Church is raptured (2 Thess. 2:11)