This is a great question. I believe that the cross is the only way we can be saved. In Galatians Paul says that if we can be saved by simply obeying the law then Christ died for nothing. By extension then, if any other path-way could bring salvation, Jesus died for nothing.
C.S. Lewis pointed out that all sin is committed against God and so by offering people forgiveness for sins (without resorting to the sacrificial system in the temple and through the High Priest), Jesus is essentially saying ‘You have sinned against me - and I forgive you!’
This could then raise the question, ‘So, does this mean God can simply forgive sins, or is shedding of blood/sacrifice really necessary? Where’s the sacrifice here?’
In the Matthew story mentioned above, Jesus says to the paralysed man, ‘Your sins are forgiven’. The Pharisees present think to themselves Jesus is blaspheming - because only God can forgive sins. Jesus knows what they are thinking and replies, ‘Which is easier to say, ‘your sins are forgiven’ or ‘take up your mat and walk’?’ If you think about it, it is easier to say ‘your sins are forgiven’. What physical proof is there that this is true? None. At the same time what proof is there that the sins have not been forgiven? It is not an immediately falsifable statement. Saying ‘take up your mat and walk’ however can be immediately tested. If the person does not get up and walk, then the speaker is not who he says he is or able to do the things he claims.
But for Jesus which was easier to say? I believe that it was very easy for Him to tell the paralytic to get up - indeed He does and the man is instantly healed. Easy peasy for the Word made flesh.
Saying ‘your sins are forgiven’ must have been a much more difficult sentence to utter - because a sacrifice was still necessary, and Jesus knew what it would cost to forgive that man. Even though the cross had not yet happened, I believe that its affects, its blessings, were already active wherever Jesus was.
In Genesis Jacob saw a staircase or ladder between Earth and Heaven, with angels ascending and descending upon it. In the gospel of John Jesus tells Nathaniel, ‘You will see Heaven open and the angels ascending and descending upon the Son of Man.’ It is as if Jesus is saying, ‘I am the bridge between Heaven and Earth’ or in His own words, ‘I am the way, the truth and the life, no one comes to the Father except through me’. It seems that Jesus recognised the way this would work would be through His suffering. In Mark 10:45 He says, ‘The Son of Man did not come to be served but to serve, and to give His life as a ransom for many’. I hope this is helpful. I’d love to hear other people’s thoughts on this.