Only through the atoning blood of Christ could they receive the next blessings they asked for. They wanted forgiveness for their sins. When they saw themselves as they really were, with all their faults and sins, they begged to be forgiven. They knew that the Lord can't look upon sin with the least degree of allowance. And they surely didn't like what they saw looking at themselves. So they asked not only that they be forgiven of their sins, but that their hearts be changed so that they wouldn't continue to sin. They asked their hearts not only be changed, but purified. They later said, ". . . we know . . . because of the Spirit of the Lord Omnipotent, which has wrought a mighty change in us, or in our hearts, that we have no more disposition to do evil, but to do good continually."
They had certain faith that this repentance and cleansing and purifying was not only possible, that not only COULD the Lord bless them with this, but that He WOULD grant them this blessing. They knew this because they had received a testimony of Jesus Christ, the Son of God, who had not yet come to earth. They now had a deep faith that the Savior was the key to giving them the forgiveness and change of heart they so desired.
And their faith was justified. Look at verse 3:
And it came to pass that after they had spoken these words the Spirit of the Lord came upon them, and they were filled with joy, having received a remission of their sins, and having peace of conscience, because of the exceeding faith which they had in Jesus Christ who should come, according to the words which king Benjamin had spoken unto them.
Because of their exceeding faith on Christ, they were blessed with the Spirit of the Lord, they were filled with joy (which is a by-product of the Spirit) and they received a remission of their sins, which gave them a peace of conscience.
We should follow their example. I should follow their example.