The gemara says that the chasidim and men of good deeds were the ones who would dance in the beis hamikdash during the simchas beis hashoeva on Succos and the rest of the people would watch. The reason for this is that there was a concern that the other people would transgress the sin of מורא מקדש. Simchas beis hashoeva is the only mitzva of the heart that is limited to a circumscribed place.
It would seem that the reason is that this simcha is unique to כלליות כנסת ישראל the entire Jewish people [as we explained in a different place] and therefore the Beis Hamikdash is the place.
In the same vein we can explain that Dovid Hamelech הקים עלה של תשובה - raised the yoke of teshuva and serves as the paradigm for the world that an individual may do tshuva. Dovid was a king whose heart is the heart of the entire Jewish people [לבו לב כל קהל ישראל - רמב"ם] and is most fitting to pave the path of teshuva.
מאמרי פחד יצחק טו