Good point. The Mosaic covenant was never expected to save. It served (1) as an illustration and instruction in holiness and (2) as a test that no sinner could pass. At Sinai, Moses warned the Hebrew people that they could not keep the law. (They disagreed, but it’s curious to speculate what would have happened had they agreed. Perhaps God would have told them that they deserved to die for their sin, but the Savior would have then been presented at that point to save them from that fate. At any rate, events did not go down a road like that. Instead, a proud people who never could keep the Law was shown for millennia that, yes, they were sinners.)
Our dirty secret (not really a secret, but we keep it from ourselves too often) is that we are sinners too.
God has only one answer to save sinners and that is grace. The problem with our receiving grace is not on God’s end. He provided His Son for that purpose. The problem is on our end. We cling to pride and refuse it.