The Medrash Sochar Tov (Mishlei, Parsha 9) distinguishes between Purim and the other festive days of the year:
"kol hamoadim betailim v'yemei haPurim lo yiheyu betailim shene'emar 'v'yemei haPurim ho'eille v'lo ya'avru mitoch haYehudim v'zichram lo yasuf mizaram' (Esther, 9:28) - All festivals will cease with the exception of Purim, as it is written, and these days of Purim shall never cease among the Jews, nor shall their remembrance perish from their descendants."
Throughout each yom tov we celebrate the nissim gluyim, overt and obvious miracles that Hashem performs for Klal Yisroel. Pesach, Shavuos, and Sukkos are times when the hashgachas Hashem is undeniably revealed. Indeed, Ben Zoma maintains that l'asid lavo we will not mention yetsias Mitzrayim in our daily tefillos. The Gemara (Berachos 14b) explains that this view is based on the pasuk in Yirmiyahu (27:7-8):
"Hiney yamim boim neum Hashem v'lo yomru od chai Hashem asher he'ela es Bnai Yisroel mei'Eretz Mitzrayim, ki im chai Hashem asher he'ela v'asher heivi es zerah Beis Yisroel mei'Eretz Tzafona u'mikol ha'aratzos asher hidachtim shom" - Behold days are coming, the word of Hashem, when people will no longer swear, as Hashem lives, who brought Bnai Yisroel up from the land of Mitzrayim, but rather, as Hashem lives, who brought up and brought back the offspring of Bnai Yisroel from the land of the North and all the lands were he had dispersed them.
Accordingly the Midrash asserts that when we experience the geulah asidah bimeheira biyameinu we will no longer commemorate our yomim tovim in the same way, but rather we will celebrate the miracle of our current redemption.
Purim, however, teaches us a different lesson. Unlike other yomim tovim, during which we celebrate nissim gluyim, Purim, the Gra explains, teaches us to recognize and appreciate the yad Hashem in times of hester panim. Even in the darkness of galus, one finds and experiences hasra'as hashechinah. This lesson endures forever - "v'zichram lo yasuf mizaram (Esther, 9:28)".
Indeed the Ramban so magnificently explains:
"Umin hanissim hagedolim hamefursamim adam modeh bnissim hanistarim sheheim yesod haTorah kulah. She'ein laadam cheilek b'Toras Moshe rabbeinu ad shena'amin bechol devarienu u'mikreinu shekulam nissim ein bohem tevah uminhago shel olam, bein b'rabbim, bein b'yachid" - through the great open miracles one comes to admit the hidden miracles which constitute the foundation of the whole Torah. For no one can have a part in the Torah of Moshe Rabbeinu unless he believes that all our words and our events are miraculous in scope, there being no natural or customary way of the world, whether affecting the public or the individual"
Hakadosh Baruch Hu at times performs nissim gluyim to hone our vision to recognize and appreciate nissim nistarim.
The gemara (Megillah 6b) asks why does Rabban Shimon ben Gamliel insist that we celebrate Purim during Adar Sheini? The gemara answers, "amar Rabbi Tevi, ta'ama d'Rabban Shimon ben Gamliel mismach geulah l'geulah adif - it is preferable to link the redemption of Purim with the redemption of Pesach. The connection between Pesach and Purim, between the nissim gluyim and nissim nistarim, underscores the infinite nissim and chassadim that Hakadosh Baruch Hu bestows on each one of us. May we be zoche to recognize and appreciate "nissecha sheb'chol yom imanu."