Why? Because the Temple was built by and at the behest of the Persians. The Talmud derives the teaching from this passuk[Bereishith 9:27]: יַפְתְּ אֱלֹהִים לְיֶפֶת, וְיִשְׁכֹּן בְּאָהֳלֵי-שֵׁם - Which they explain like so, even though the Persians were descendants of Yefet, since the Second Temple wasn't "Ohalei Shem," (the tent of Shem, ie. built by us, we being of the line of Shem) so then the Shechinah, the divine presence, wouldn't dwell (ישכון) there.
There is a tangentially related discussion in which the Amoraim determine that the Kohanim are messengers of HaShem as opposed to messengers of the nation.
Why? Because the kohanim perform duties forebidden to the nation, since when can a shaliah (messenger) perform a duty that is forebidden to the one who sends him on the shlichut? (the errand)
Both of these discussions relate the importance and centrality of HaShem's relationship with our people. It is a place where HaShem sends his messengers on his errands to perform special acts on our behalf. Acts that occur nowhere else in the world, acts that may be performed by no one. (The Kohen Gadol enters the Kodesh HaKedoshim on Yom Kippur, something that is forebidden to everyone without exception.) Similarly, HaShem is only willing to enter and dwell in this house if we build it for Him.
The relationship of HaShem and Knesset Yisrael is most clearly seen in this House. We can also learn from this how best to bring HaShem into our lives. (the root of all our prayers as we mentioned previously)
Only by intentially creating a sacred space in our own lives, is HaShem willing to dwell within our midst. This sacred space is called Shabbath, as it is the central eye of the storm that is our daily lives. Shabbath literally means to sit, to dwell. (הנה מה טוב ומה נעים שבת אחים גם יחד) Within our performance of each of the mitzwoth, we create a space within which HaShem may dwell. This space, this aspect of each mitzwah is the aspect of Shabbath.
From this we can see how when we perform our mitzwoth with the proper intentions we can awaken awareness of Shabbath at every moment. This is Shemirath Shabbath during the week.
This also answers our previous question from the end of the Notzer Hesed. When we experience insight and enlightenment without allowing for this shared space with HaShem, we take from Shabbath and give to the mundane week day. When we build that space, that mikdash m'at, in the performance of our mitzwoth and in (God-willing) our every act, we ensure that our moments of brilliance always take place within Shabbath.