When Hashem took us out of Mitzrayim, He took us out with no agent or messenger. When a person puts his complete faith and trust in Hashem, Hashem will provide for him. However, if he trusts in other things, Hashem will let him rely on it and remove some of His hashgacha. Had the shevatim understood this, they would have returned to Eretz Yisroel to be under Hashem's direct supervision once a new king arose over Mitzrayim. They needed to go through the golus process until they recognized that only Hashem could take them out, and Pharaoh had nothing to do with their redemption.