The Targum Pseudo-Jonathan records God's reason for the coming theophany: "Behold, on the third day I will reveal Myself to thee in the depth of the cloud of glory, that the people may hear while I speak with thee, and may believe in thee forever" (Exodus 19:9).
The Aramaic phrase "the depth of the cloud of glory" — avei anan yekara — is striking. Not a wisp of cloud. Not a thin veil. A depth, a thickness, a density that hides even as it reveals. God approaches not in blazing clarity but in deep cover, because the human eye cannot bear the full exposure.
And the reason is pastoral. God is not coming for His own benefit. He is coming "that the people may hear while I speak with thee, and may believe in thee forever." The public audibility of the conversation between God and Moses is meant to settle, once and for all, the question of Moses's authority. After Sinai, no one can accuse Moses of inventing the law. The nation themselves heard God speak to him.
This is one of the Torah's great theological arguments for Moses's uniqueness. Deuteronomy 5:4 says Israel heard God face to face. The Targum here explains the purpose: durable belief. Not merely momentary awe, but lifetime trust.
The takeaway: God cloaks Himself in depth not to hide from us, but to protect us while letting us hear enough to believe forever.