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!"
I agree with the comment of Zalman from Australia. The connection between the question and the parable supposedly answering the question is not obwious (the ruble is not received from the Zar and is not given to him back). I understand this parable just as just a joke about simpletons. A know a version of it with Jews of Chelom as acting characters.
But there is a similar parable explaining the same problem more clearly.
A rabbi says: Each time as you perform a good deed there appear a new angel in Heaven and G-d rejoices at it. One of the audience asks: Why does G-d needs this angel - He can create as many angels as He needs? The rabbi answers: That's right, but He wants [b]your[/b] angel!
I agree with you. The angel´s parable is better. Thanks you.