The wrath of God is not taken away entirely by the cross. The cross just affords forgiveness, in the same way, the OT sacrifices did. We are warned not to take the cross lightly.
1Co 11:27-28 Therefore whoever eats this bread or drinks this cup of the Lord in an unworthy manner will be guilty of the body and blood of the Lord. But let a man examine himself, and so let him eat of the bread and drink of the cup.
1Co 10:1-13 Moreover, brethren, I do not want you to be unaware that all our fathers were under the cloud, all passed through the sea, all were baptized into Moses in the cloud and in the sea, all ate the same spiritual food, and all drank the same spiritual drink. For they drank of that spiritual Rock that followed them, and that Rock was Christ. But with most of them God was not well pleased, for their bodies were scattered in the wilderness. Now these things became our examples, to the intent that we should not lust after evil things as they also lusted. And do not become idolaters as were some of them. As it is written, "THE PEOPLE SAT DOWN TO EAT AND DRINK, AND ROSE UP TO PLAY." Nor let us commit sexual immorality, as some of them did, and in one day twenty-three thousand fell; nor let us tempt Christ, as some of them also tempted, and were destroyed by serpents; nor complain, as some of them also complained, and were destroyed by the destroyer. Now all these things happened to them as examples, and they were written for our admonition, upon whom the ends of the ages have come. Therefore let him who thinks he stands take heed lest he fall. No temptation has overtaken you except such as is common to man; but God is faithful, who will not allow you to be tempted beyond what you are able, but with the temptation will also make the way of escape, that you may be able to bear it.
So the wrath of God, is against sin, and disobedience. It is not taken away by the cross. We must work together in unity with God to move away from our sins.
Rom 2:3-11 And do you think this, O man, you who judge those practicing such things, and doing the same, that you will escape the judgment of God? Or do you despise the riches of His goodness, forbearance, and longsuffering, not knowing that the goodness of God leads you to repentance? But in accordance with your hardness and your impenitent heart you are treasuring up for yourself wrath in the day of wrath and revelation of the righteous judgment of God, who "WILL RENDER TO EACH ONE ACCORDING TO HIS DEEDS": eternal life to those who by patient continuance in doing good seek for glory, honor, and immortality; but to those who are self-seeking and do not obey the truth, but obey unrighteousness—indignation and wrath, tribulation and anguish, on every soul of man who does evil, of the Jew first and also of the Greek; but glory, honor, and peace to everyone who works what is good, to the Jew first and also to the Greek. For there is no partiality with God.
Rom 1:18-19 For the wrath of God is revealed from heaven against all ungodliness and unrighteousness of men, who suppress the truth in unrighteousness, because what may be known of God is manifest in them, for God has shown it to them.