Why Eliyah must come first?

The coming of Eliyah the prophet must happen in the last days before the glorious Return of the Messiah in order to put everything back in order. His mission is described in Malachi the prophet:

''But who can endure the day when he comes?
Who can stand when he appears?
For he will be like a refiner’s fire,
like the soapmaker’s lye.
3 He will sit, testing and purifying the silver;
he will purify the sons of Levi,
refining them like gold and silver,
so that they can bring offerings to Adonai uprightly.'' (CJB: Malachi 3)