The way Israel worshipped in the Old Testament was a picture of what was coming. They made sacrifices, had a High Priest who made those sacrifices for them and built a tabernacle in which to worship. The priests and sacrifices pointed to the fact that sin had to be paid for, and the tabernacle was patterned after what God showed him. The new covenant, or system for being God’s people, is better than the old one because Jesus is the sacrifice, High Priest and minister in heaven. In addition people who trust Jesus move from obeying God because it is forced on them to obeying God because it is in their hearts and minds to desire what God wants.
Israel enjoyed a special relationship with God in the Old Testament, but wanting to return to that relationship makes no sense. We have it so much better being able to be God’s children through Jesus. Hopefully you are so thankful for Jesus’ sacrifice for you that you desire to live as he wants us to live.