Some say this means believers are protected during testing instead of from testing. Believers during that time are killed, not kept. But I answer, look at the verse again. It doesn't talk about God's wrath. It talks about testing.
Testing precedes wrath.
The outcome of testing is wrath or reward, as the case may be. Saints at that time are tested. Even post-trib theologians warn us to prepare ourselves spiritually for that testing. Let's think deeper. The reason for the promise illuminates the purpose of the promise.