RESCUE THEN PROSECUTE?

In looking closely at Paul's letter to the Colossians, I am struck by the imagery used to describe what Jesus has accomplished in the lives of sinners:

[The Father] has rescued us from the dominion of darkness and brought us into the kingdom of His beloved Son, in whom we have redemption, the forgiveness of sins. (Col 1:13-14)

It's an incredible metaphor: Jesus came to earth on a rescue mission - scooping up the weary, the battered, and yes the wrong-doers trapped in Satan's dark territory and delivering them safely into the Kingdom of Light.

Other images of God "rescuing" (undeserving) individuals from danger and darkness are prominent on the pages of the Old and New Testament. 

The most obvious in the Old Testament, of course, is the Exodus of Israel from Egypt.

And off the top of my head, I can think of two from Jesus Himself:

Jesus compares Himself to a shepherd who would leave the 99 sheep to go after the one who wanders away. 

And Jesus tells the story of a father who receives his battered son back from a distant land, welcoming him into the safety and  comfort of his home and even throwing a party. 

So, here's the question that strikes me tonight as I think of the rescue motif:

How does "rescue" fit with the image of God desiring nothing so much as to pour out His righteous wrath on sinners?

Is it God's intent to rescue us and then prosecute us for their sins? Save, then smash?

But we are saved a second time only when - thank goodness - He is willing to pour out His wrath on His own Son instead? The Son who rescued us? 

So in the end, God sends His Son to rescue us and then smashes Him in our place? 

I just don't understand how people rationalize a belief in Penal Substitutionary Atonement.