It's interesting that the Psalmist seemingly knows God's objective, yet the easier route is continued sacrifice and ritual.
My guess is God is patient to continue toward the objective of Oneness in Christ despite our need for ritual. Thus the immense contrast of Calvary's love with the hardening necessities of the religious, who on that Passover weekend looked right over love.
"Sacrifice and offering you did not desire— but my ears you have opened — burnt offerings and sin offerings you did not require. Then I said, “Here I am, I have come— it is written about me in the scroll. I desire to do your will, my God; your law is within my heart.”
Psalms 40:6-8 NIV