To respond, I have to clarify what I’m assuming here (much more could be said in defense of at least some of these assumptions, but I will not do so here):
- Heaven is not just an environment free of suffering, but also one with perfect relationships between God and all created persons.
- God is perfectly good and perfect relationship with him and everyone else requires perfect obedience to God.
- We have free will and continue to have free will in heaven, and with free will comes the possibility of disobedience to God. (This isn’t a function of God’s inability to make creatures who choose rightly, just a function of the creature’s ability to choose alongside their finite nature. To have free will while nonetheless being guaranteed to choose rightly, with no possibility of going wrong, requires having an infinite nature, i.e. being God.)
- Said free will is of very great importance - without it, perfect relationship with God and others is not possible, because a perfect relationship involves freely choosing to love the other.
- God uses his foreknowledge (specifically, middle knowledge) to ensure that, in the world he creates, everyone who is saved and enters heaven freely obeys him for eternity (though it is possible for us to choose to sin in heaven, in fact, we won’t. See Molinism for how that could work).
- Undergoing a process of learning to love, trust, and obey God (which may include times of disobedience and/or suffering) can make someone more able to freely obey God for eternity; this is where “soul-building” comes in.
- Every person has unique, incommensurable worth to God.
- Individuation of persons has some dependence on their origins (i.e. something along the lines of “you could not have come from different parents”).
So there are a couple of considerations here. Maybe it is feasible for God to create a perfect world right from the get-go. But the counterfactuals of creaturely freedom (to use Molinist jargon) are such that most people God could create in such circumstances would still fall into sin at some point or another, so the perfect worlds feasible for God (given created free will) are actually highly constrained. Maybe such worlds have fewer people in heaven overall than initially imperfect worlds where there is more space, one might say, for the “soul-building” process.
Furthermore, the people created in perfect worlds would be different people than those created in imperfect worlds. Given the unique worth of each person to God, God could choose to create an imperfect world for the sake of the people in that world, despite that world’s imperfections, still consistent with his perfect goodness.
Were God to create a world where everyone has false memories perfectly simulating some “soul-building” process, everyone in that “heaven” would be living under false pretenses. This would undermine their agency and free will, since these false memories would be informing their decisions. Hence such a world could not genuinely contain the perfect relationships required for heaven; at best it could only contain the appearance of them.
Short answer? Because we learn from experience.
Well, for my part, I believe we continue to have free will in heaven.