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We do not need to be saved in order to have good feelings, cry, feel like jumping or running.  We can do all of that in the natural, without the help of God's Spirit.
When Philip took the Gospel to Samaria we read that they had "great Joy" (Acts 8:8).  However, verses 15-17 reveal to us that they were later baptized in Jesus name and filled with the Holy Ghost.
The Apostle Peter said that he knew the Gentiles had received the Holy Ghost, "For they heard them speak with tongues..." (Acts 10:45-46).
Why is it important to know that we have received the Holy Ghost?
Romans 8:9-1 1, "But ye are not in the flesh, but in the Spirit, if so be that the Spirit of God dwell in you.  Now if any man have not the Spirit of Christ, he is none of his.  And if Christ be in you, the body is dead because of sin; but the Spirit is life because of righteousness.  But if the Spirit of him that raised up Jesus from the dead dwell in you, he that raised up Christ from the dead shall also quicken your mortal bodies by his Spirit that dwelleth in you.  "
According to these verses, we MUSThave the Spirit of Christ IN us in order to belong to Him, and to be resurrected from the dead.  This in filling of God's Spirit is too important to leave to a feeling or a mental exercise.

God wanted to give us a sign that was so miraculous, that we could not doubt that we have been filled with the Holy Ghost!