Rabbi Shimshon Pincus explains the great importance of fasting in his book “Exile and Consolation”. A fast expresses the ties of love man has with G-d. A fast day is similar to a time when a son is sick and doubled over in pain. The boy’s father sits next to him. Whether or not the father can help relieve his son’s pain doesn’t matter. He sits next to his son because he cannot leave him when he’s in pain.
G-d’s relationship with us is the same. When the Jewish nation is in pain not only does G-d share in their pain but it’s actually painful for Him. G-d makes Himself feel the pain as the verse says “I am with him in trouble.”
During a fast day we return the favor and share in G-d’s pain and troubles. We afflict ourselves in order to share in G-d’s pain. That’s why a fast day is a time of such closeness with G-d since a person literally gives himself up, his fat and blood diminished from fasting in order to share in G-d’s pain.
The fast day is so great because it expresses the strong emotion of the mutual love of G-d and the Jewish nation. When a person fasts and afflicts himself to share in G-d’s pain over Jerusalem and the destruction of the holy temple he expresses his great love for G-d.
May it be G-d’s will that our diminished fat and blood due to fasting should be considered like the fat offerings on the altar and may G-d accept our fast as such.