We are in the Body of Christ. We dwell in Him as members of His church. That is what Paul is getting at. He is getting at the idea that we are all bound into Christ.
Now this kind of language is all over the New Testament. It is the image that springs from the idea that we abide in Him or we abide within Him. We are part of Him, members of His Body of which He is the Head. He is the directing influence and authority within the church. And so we all look to Him for guidance and help.
So, Paul and the other apostles write about our being in Christ a great deal because it is a vital concept to understand our place. We are no longer considered in the world, we are in Christ. We are set apart by being so closely associated with our Savior there is no distinction. We are one with Him. We are just part of His Body.
We are one entity in the metaphor. And when He zigs, we zig, because we are connected to Him and when He zags, we zag, because that is where He is going and we are attached. We abide in Him like a branch to a vine. The branches cannot do anything except what the vine does.
Now we could rebel and do something else, but we saw in John 15 what happens to those branches that after they are pruned a bit, do not bear any fruit. They go on the fire. Not good.
But we trust in faith that we are in Christ and that we are doing what is right and God has given us teachers and those sorts of things to help us and then He intervenes directly to keep us in line with the Head.
That is what He is working toward, making us all one in Christ and that we could all be glorified in Him, as part of Him.
But in terms of Paul's use of in Christ and in Him, it is actually fairly typical. He is putting these phrases all over his epistles. In fact, such phrases are found in nearly every passage in Paul's epistles.
In his 14 letters (we are counting Hebrews here), in Christ appears 84 times. In Him, referring to Christ, occurs another 20 times, by Him or by Christ occurs another 13 times, through Him or through Christ another 12 times, with Him or with Christ another 26 times. And these counts, if you added all those up, is 155 times, and do not consider instances of the name Jesus or God or any of His titles like our Lord or in phrases like in His goodness or in His presence.
He is trying throughout all his epistles to get us to understand our place. And our place is in Christ, in Him, with Him, to always be in His presence.