For I desire steadfast love and not sacrifice,
the knowledge of God rather than burnt offerings.
God wanted His people to respond to Him in a relationship of love. But their desire was fleeting. Like a foggy morning mist, their love for Him burned away quickly after sunrise (Hosea 6:4). They ran after other gods the way Hosea's whoring wife, Gomer, ran after other lovers.
But God was faithful to Israel even if they were not faithful to Him. He sent them prophet after prophet whose messages cut them down, humbled them, and called them to repent so that they would love God again (Hosea 6:5). But they were sinners in the tradition of Adam. They could not keep the covenant. If any change would be permanent, it would have to be the Lord's doing. God promised to restore the nation, not because they were faithful, but because He is faithful (Hosea 6:11)
And relationship with Him is what God gave us in Christ. He poured His grace to us in the sacrifice of His Son because our sacrifices could never restore us completely. He sent His Son, the Word, so that we might see, hear, and know God revealed. In Jesus is the knowledge of God. Since God desires gracious love and knowledge of Him, He sent His Son to die for our sins so that we might know Him and receive His grace. In Jesus I have what God desires.