Why do born again believers receive their immortal bodies in a moment, in the twinkling of an eye at the last trump?  One reason is that it fulfills the following scripture verses.  Another reason can be found in the last paragraph of this post.

1 Corin. 15:50-54, "Now this I say, brethren, that flesh and blood cannot inherit the kingdom of God; neither doth corruption inherit incorruption. Behold, I shew you a mystery; We shall not all sleep, but we shall all be changed, in a moment, in the twinkling of an eye, at the last trump: for the trumpet shall sound, and the dead shall be raised incorruptible, and we shall be changed. For this corruptible must put on incorruption, and this mortal must put on immortality.  So when this corruptible shall have put on incorruption, and this mortal shall have put on immortality, then shall be brought to pass the saying that is written, Death is swallowed up in victory."

1 John 3:2, "Beloved, now are we the sons of God, and it doth not yet appear what we shall be: but we know that, when he shall appear, we shall be like him; for we shall see him as he is." 

Colossians 3:4, "When Christ, who is our life, shall appear, then shall ye also appear with him in glory."

When will Jesus appear?  1 Thessalonians 4:16-17 says, "For the Lord himself shall descend from heaven with a shout, with the voice of the archangel, and with the trump of God: and the dead in Christ shall rise first: Then we which are alive and remain shall be caught up together with them in the clouds, to meet the Lord in the air: and so shall we ever be with the Lord." 

So when Jesus Christ descends from heaven to meet us in the air, we shall have a incorruptible, immortal, glorified, spiritual body just like His.

The Lord Jesus Christ was resurrected in an incorruptible, immortal, glorified spiritual body that could pass through walls, and it passed through the wall of the sepulchre that He was buried in because it was the angel of the Lord who descended from heaven rolled back the stone that was sealing the entrance to the tomb according to Matthew 28:2, and Jesus' body was not inside of the sepulchre.  Matthew 28:5-6, "And the angel answered and said unto the women, Fear not ye: for I know that ye seek Jesus, which was crucified.  He is not here: for he is risen, as he said.  Come see the place where the Lord lay."  Jesus' spiritual body also had flesh and bones because according to Luke 24:39, He said, "Behold my hands and my feet, that it is I myself: handle me, and see; for a spirit hath not flesh and bones, as ye see me have."  In at least two incidents after the doors were shut described in John 20:19 and John 20:26, Jesus appeared in the  midst of them which means His spiritual body was able to pass through the door or the wall.  In another incident recorded in Luke 24:31, He vanished out of two of His disciples sight.  So our immortal bodies will have the same capability to pass through walls as well.

If you look at the following verses in 1 Corinthians, they show that the dead are raised up or resurrected in a incorruptible, glorified, spiritual body which means it is like Jesus' spiritual body which is also immortal.

1 Corinthians 15:35, "But some man will say, How are the dead raised up? and with what body do they come?"  

1 Corinthians 15:42-44   So also is the resurrection of the dead. It is sown in corruption; it is raised in incorruption: It is sown in dishonour; it is raised in glory: it is sown in weakness; it is raised in power: It is sown a natural body; it is raised a spiritual body. There is a natural body, and there is a spiritual body."

Philippians 3:20-21, "For our conversation is in heaven; from whence also we look for the Saviour, the Lord Jesus Christ: Who shall change our vile body, that it may be fashioned like unto his glorious body, according to the working whereby he is able even to subdue all things unto himself."

Romans 6:5, "For if we have been planted together in the likeness of his death, we shall be also in the likeness of his resurrection:"

However,  before the dead in Christ are resurrected, their physical bodies or remains will be in coffins in the ground or they could be buried at sea and those believers who are still alive may be inside cars, trains, airplanes, subways, or inside buildings awake or asleep. Not everyone will be outside.   So when the last trump sounds in a moment, in the twinkling of an eye, both the resurrected believers and the physical bodies of  believers who are already alive will be changed into immortal, incorruptible, glorified, spiritual bodies just like Jesus' immortal, incorruptible, glorified, spiritual body when He was resurrected.  The resurrected believers will be able to pass through the walls of their coffin or through the ground or sea and rise up to meet the Lord in the air first, and those who already were alive and didn't die will be able to pass through the walls of buildings or the sides of cars, trains, airplanes, subways, etc. and be caught up together with them (resurrected believers) in the clouds to meet the Lord in the air, and so we shall be ever with the Lord.