Yes, I agree with you. The Spirit teaches us... And if the Spirit teaches us, then why, indeed, would we want to kill our neighbor? Try this. Let's change the word "law" to "principle". The Spirit teaches us the Creator's "principles" regarding His government. Now, the statement about not needing a "law" is in a different light. As an illustration -- So, if the Spirit teaches us a "principle" about how to live, why would we need the underlying "principle"? It doesn't make sense that God would teach and convert us to be in harmony with a "principle" of His government if there was no underlying "principle" (i.e. "law").
Any believer who desires to be under the law is perfectly free to do so. Lots a luck! I never seemed able to keep it. But maybe you can do it better than me. On the other hand, keeping the law requires perfection, so just doing it better than me won’t cut it.