Here we have more than just the commands. We also have the rationale: "for this is the will of God in Christ Jesus for you" (v. 18).
We are told that this is the will of God. This is not the will of a mere mortal, fallen in sin, limited in knowledge, lacking in wisdom, faulty in reasoning, corrupt in character, tainted in motive, and therefore devoid of absolute authority and moral mandate. This is the will of God, who is sovereign, eternal, immutable, all-just, all-merciful, all-knowing, all-wise, all-good, and all-powerful. As such, God's will has the ultimate moral mandate. It comes with God's most absolute authority. To rebel against His will, to ignore it and neglect it, is, therefore, wicked beyond excuse and foolish beyond pity.
But this will of God is not just absolute in its authority and demand; this will of God is as gracious and kind as it is sovereign and absolute. What is it that God desires for you? For us to be full of joy always ("Rejoice in the Lord always"); to have communion with Him at all times ("Pray without ceasing"); and to enjoy the abundant blessings of God in all areas of life ("Give thanks to God in all circumstances").
Why would God desire these things for us? If God wants us to rejoice always, is it not because God is full of joy and He wants us to experience the thrill of His joy as well? If God wants us to pray without ceasing, is it not because God is the best and He wants us to enjoy what is best? And if God wants us to give thanks in all circumstances, is it not because…. Well, that is a tough one. And since Thanksgiving is coming in a few days, let us spend a little bit of time on it.