What is the deeper meaning of "Venasa ha'Sair alav es Kol Avonosam ? "?
Midrash Rabah: Metaphorically, it means "Venasa ha'Sair alav" - Eisav ("Ish Sa'ir") ? "Avonosam" ('vonos Tam', the sins of Yisrael - Ya'akov, who is called "Ish Tam"). In other words, Eisav is carrying 1 Yisrael's sins to the desert to be destroyed. 2
See Toldos Bereishis, 27:11 and 25:27.
See Oznayim la'Torah, DH 'Venasa ha'Sa'ir alav' #2, who elaborates.
Why does the Torah insert the (otherwise superfluous) word "Venasa ha'Sair alav es Kol Avonosam"?
Sifra: To teach us that other Se'irei Chata'os do not atone for the same sins for which the Sa'ir la'Azazel atones - They atone for Tum'as Mikdash ve'Kodashav be'Shogeg, wheres it atones for all sins, even be'Meizid.
What happened to the Sa'ir la'Azazel?
Targum Yonasan: A strong wind came and blew it off the tall cliff where it was standing with the Ish Iti.
Yoma (66b): The Ish Iti pushed it off the cliff backwards.
Why was a goat used to bear the sins of Yisrael?
Rosh #1: Esav is called "Ish Sa'ir" (Bereishis 65:15). We read "Avonosam" like Avonos Tam (the sins of Yakov, who is called "Ish Tam" - Bereishis 25:27). Pillows and blankets stick to one who is hairy, but not to a bald man. So Aveiros stick to Esav, but not to Yakov.
Rosh #2: Se'irim is an expression of Shedim. It says (17:7) "v'Lo Yizbechu Od? la'Se'irim." This implies that now, Yisrael do offer to Shedim! Rather, the Satan prosecutes every day except for Yom Kipur; then, he advocates that Yisrael are like angels. Hashem commanded that we pay him; we do not do any Avodas Korban to the goat.
Why is it sent to Eretz Gezeirah?
Refer to 16:8:1:2**.
Rosh: It is sent to a wilderness to atone for travelers who do not offer Korbanos to atone for themselves. Refer to 16:8:1:6.