In my experience, the doctrine of adoption is often psychologized in preaching and practical Christian teaching. If you are familiar with Jack Miller’s Sonship or Serge material, for instance, he contrasts adoption with being an orphan (in contrast to Paul, who contrasts it with slavery in Gal 3:23–4:7 and Rom 8:15). In this view, we are to see ourselves no longer as fatherless. This provides us much comfort and a sense of unconditional acceptance since God is now our Father.

Despite what may be true in such teaching, it misses adoption’s redemptive-historical and covenantal background as treated in the actual text and argument of Scripture. In other words, it seems to me it’s not a very exegetical account. For example:

• Israel’s exodus-redemption: Israel is described as adopted: “To them belong the adoption” (Rom 9:4). This adoption seems to follow her exodus from Egypt where God redeems her as his “firstborn son” (Ex 4:22–23; cf. Hos 11:1). This contrasts with Egypt’s firstborns who were not redeemed by the blood of the Passover lamb. Likewise, our adoption involves redemption, but this time interestingly not into the law covenant but from the law (Gal 4:5; see also Gal 3:13).
• From slaves to heirs: For Paul, adoption signals no longer being a slave and under the law as a tutor (Gal 3:23–4:7). We needed adoption not to be made a part of the household, since slaves were already part of the household, but to be legally made sons and thus heirs: “So you are no longer a slave, but a son, and if a son, then an heir through God” (Gal 4:7). So being adopted as sons, in Paul’s argument, is about being legally positioned to receive the inheritance of the covenant blessings.
• Inheritance in the OT: “Inheritance” conjures up Old Testament background themes of the land promised to Abraham and his offspring (e.g., Num 26:52–56; 34:13–29; Ps 105:11). So Jesus speaks of the meek “inheriting” the “earth” (γῆ or “land”), bringing these two OT themes together (Matt 5:5). By using this language, the New Testament patterns the future fullness of our salvation after Israel’s reception of the Promised Land. As Israel was adopted to inherit the land, so are we—but now its eschatological fulfillment: the new creation. See also the close association between adoption (an OT theme, as we’ve seen) and inheritance (e.g., Eph 1:5; Rom 8:23, cf. Rom 8:15–17, 29).

I could go on. But in short, the theme of adoption in Paul is not primarily about our psychological sense of acceptance (whatever applications may still apply there), but to our being made heirs of God’s covenant promises. Sons are those who have the right to the father’s inheritance; slaves are in the household, but not heirs (Gal 4:21–31). So now we are “heirs of God and fellow heirs with Christ” (Rom 8:17), based on what he has accomplished.

To my knowledge, Scripture nowhere contrasts our adoption with otherwise being orphans. (In John 14:18, Jesus says he will not leave his disciples as orphans. But there he doesn’t contrast orphanhood with adoption.) Rather, adoption, for Paul, solves the issue of slavery (non-inheritance), not orphanhood. It’s about inheritance, being heirs of the covenant blessings.