We need an ongoing intercessor because we are in the flesh and not perfect yet. Even though we are Christians and do not deliberately live in sin, we do sin. Just our being human makes us weak in the flesh. We have faults, we have weaknesses, we have shortcomings, etc. Jesus needs to pray to God for us to forgive us all these, as Jesus said be ye holy as I am holy. We are not holy on this earth, so we need His intercession. No sin will enter Heaven, so if He did not pray for God's mercy, we would not enter Heaven either. Also, it says in Romans, that IF we sin, we have a mediator praying to God for us.