I am no longer a Christian, I came from a super fundamentalist bent of Christianity. The idea of choosing to not sin even if you know your sins are forgiven has to do with love.
"For God so loved the world he gave his only son for our sins" etc
So the pastor tells us that we know we are a real Christian who is really saved by our "good fruits", that is, the good things we choose to do and the bad things we choose not to do. So by choosing not to sin, you're proving to yourself that God is real and that God really saved you, because, as everyone knows, it's impossible to be for even a moment anything but absolutely selfish without God's help.
Most Christians aren't that Calvinist though. That was the church I grew up in.