The point of the sparrows example in Matthew is that God is keenly aware when believers are being persecuted and they are never going through it alone. The old spiritual has it right: “His eye is on the sparrow and I know he watches me.”
I am motivated to put a little sharper of a point on this reading of Matthew 10:29. A very common interpretation of the verse is that sparrows die only by God’s permission. Insisting on that really alternative translation and meaning forces the passage to lose coherence. The meaning becomes something like, “None of you will suffer a violent martyr’s death without the Father’s permission and providence.” The better and more obvious meaning, especially in light of the parallel passage in Luke 12:6, is that the Father cares for sparrows even when they fall. Your souls are safe with the Father if you “do not fear those who kill the body but cannot kill the soul” (Matthew 10:28).