"Expecting" is a sneaky word here. You hope for mercy. You do not presume mercy. Hope is extolled as a theological virtue. The assuredness of salvation is a protestant spin on certain verses. The Apostles taught in terms of hope:
we are saved by hope.(Romans 8)
mindful of the work of your faith, and labour, and charity, and of the enduring of the hope of our Lord Jesus Christ before God and our Father
(1 Thessalonians 1)
every one that hath this hope in him, sanctifieth himself, as he also is holy.
(1 John 3)
brethren, labour the more, that by good works you may make sure your calling and election.
(2 Peter 1)
For God hath not appointed us to wrath, but to obtain salvation by our Lord Jesus Christ, Who died for us, that, whether we wake or sleep, we should live together with him. Wherefore comfort yourselves together, and edify one another, even as also ye do. 1 Thessalonians 5:9-10
For I am persuaded, that neither death, nor life, nor angels, nor principalities, nor powers, nor things present, nor things to come, Nor height, nor depth, nor any other creature, shall be able to separate us from the love of God, which is in Christ Jesus our Lord. Romans 8:38-39