For the moment I’m writing from a theistic viewpoint. It seems to me that the statement of the title follows logically from a few simple premises, from a few commonly held beliefs about God.
God is All-Loving.
God is All-Wise.
Therefore God’s Will for us in any situation is absolutely what is best for us. Not to choose God’s Will would be not so much a ‘sin’ as madness. Why on earth would we not want to choose what the All-Loving All-Wise wants for us?