The question is as old as theology:
Why does G‑d, who lacks nothing, issue "commands" to us human beings? Elihu the
Buzite (who joins the discussion between Job and his three friends toward the
end of the Book of Job) said it quite nicely: "If you sin, how have you affected
Him? If your transgressions multiply, what do you do to Him? If you are
righteous, what do you give Him? What can He possibly receive from your hand?"
Chassidim would resort to the following parable:
A Russian peasant once said to his friend: "You know, Ivan, I have been
thinking, it is really very stupid for us to pay taxes to the Czar."
"Why is that, Igor?" asked Ivan.
"Because do you know where all our rubles come from? Well, I'll tell
you where from. The Czar himself has them minted in his palace, that's where."
"So what?" asked Ivan.
"So what? So why doesn't he just keep all the
rubles he needs in the first place, and we'll keep ours!"
"Ah, Igor, you are very stupid" replied Ivan "That's the whole point!
The Czar doesn't want his rubles. He wants your ruble!"