Why did the high priest have to go through the whole ritual of cleansing?
The high priest had to undergo the whole cleansing ritual because he was entering the holy place behind the veil, before the mercy seat where God's Shekinah glory dwelt. Old Testament sins were only covered, not atoned, and the priest could not come at all times, or he would die; cleansing prepared him for that once-a-year entrance.
Les explains that Aaron could not come at all times into the holy place within the veil, before the mercy seat upon the ark, or he would die, because God said He would appear in the cloud upon the mercy seat. The Shekinah glory was there—the very presence of God—and they could enter behind the veil only once a year on the Day of Atonement. Les draws the analogy that just as the Passover lamb had to be perfect without blemish, so this high priest had to go through the whole ritual of cleansing. Old Testament believers went down into paradise and could not go into God's presence because their sins were not atoned for, only covered; Christ later fulfilled these pictures when He went to the cross on our behalf. The cleansing therefore prepared the high priest to enter God's holy presence on that one day without dying.