Sleipnir is – according to Óðsmál research – our human nervous system. His 8 legs refer to 192 nerve-endings.
When we transcend, we travel on our vehicle Sleipnir, to and fro, from Miðgaður to Ásgarður. No big deal, man, as Ásgarður is here right within us.
No pony is of any use to us if not trained to become smooth and sleek and willing.
—  Nervous system a pony !!!  I simply love the allegory and symbolic language in our myths. —
So, Q: why would we go into the trouble of visiting Ásgaður when we have everything here in Miðgarður: food, sex, fight and flight responses, money and work? Suffices?
A: To shovel the divine perfection of Ásgarður into our higher brain, human brain. Train our nervous system to function adapted to both realms.
We go to and fro to –in the end– be able to maintain the perfection gained, while vigorously acting in life.