He's preparing to give up his life and what he wants is for us to be not only each for him but each for each other.
This unity will both enable and demonstrate the love that God has.
God's love is not restricted or small; it is intended for the world.
Here's what Gail O'Day and Susan Hylen say in their commentary on John:
The words and work of believers are to be shaped by Jesus' life and death. As the one God sent, Jesus prays for those whom he likewise sends into the world. The relationship of the Father and Son shapes the relationship of believers to one another, and to God and Jesus.
Tangent: I'm trying to imagine what Christianity would look like if we, as in this prayer, were to become completely one. I don't think this is an argument against denominationalism any more than against congregationalism, but I think I had better think about it.
The unity of Christians would be instructive, Jesus says. The world is watching, is the modern phrase. And since they are watching, what do we think they see? How is your congregation demonstrating the love we receive?