Living as Heavenly Citizens (Philippians 1:27-30)

Sometimes we can read the New Testament letters and think that they are only for the immediate church. Other times we can read the letters and not have any sympathy for the original context always asking what this might mean for me. Why would it matter that Paul was in prison when he writes his letter to the Philippians? How does Paul being in prison make it easier for us to hear Paul exhort us to live as Christian sojourners?