And that's where the disconnect comes in, right there.
If G-d's children obey G-d's voice, it does not mean that doing so is how we claim our salvation. When I stand in Judgment in the Holy Court, I will not do so as a man wrongly accused. I'll KNOW that my actions deserve death. But I'll have the best defense attorney money can't buy, and He's willing to take my rightful punishment; in fact, already has.
It is by His blood alone that I can be reconciled to our Father, and yet because I am so grateful for this gift, I want to emulate Him, and lead as close to His lifestyle as I can.
It also shows gratititude towards G-d for accepting Messiah as my substitute, since in following Messiah's ways, I am also doing what G-d asks of His followers.