The Rambam (Hilchos Chanukah 4:12) writes, “The mitzvah of lighting Chanukah lecht is an extremely cherished/beloved mitzvah and a person must be cautious with it…”
Why is specifically Chanukah lecht called, beloved and cherished?
It is because by this mitzvah Hashem comes down to us, and thereby, He demonstrates His love to us. ~ R’ Elimelech Biderman Shlita