Union with Christ; too good to be true?

Union with Christ is a wonder too magnificent for words. Walter Marshall, in his well-known book on sanctification called The Gospel Mystery of Sanctification, discusses union with Christ and the possibility we might think it too good to be true:

And though this union seem too high a preferment for such unworthy creatures as we are, yet, considering the preciousness of the blood of God, by which we are redeemed, we should dishonour God, if we should not expect a miraculous advancement to the highest dignity that creatures are capable of through the merits of that blood.

Were the union based on our merit, it would literally be too good to be true. But the merits of Christ, and thus the merits of His blood, are infinitely good and therefore we should not be surprised, but rather expect, something of the magnitude of excellency as we see in the union with Christ.