A Chok means a law without a reason. We can suggest that besides the simple Pshat that Parah Aduma is a puzzle which we don’t understand, we can say that it’s a Remez to the Yesod of Shviras HaMiddos. The Seforno says that: עֵץ אֶרֶז cedar wood symbolizes Ga'ava, and: אֵזוֹב Aizov grass symbolizes Anava, and for people who are feeble in nature it is a Mitzva to be a Baal Ga'ava and vice versa. Indeed, it sounds like a Chok when a Yid looks like he’s a big shot or a super Anav. The Gr”a says that people may not understand your actions, but you need to stick to the opposite of your nature, like a Chok (law without an apparent reason) which makes no sense to others. That’s why the Parah Aduma is: מְטַהֵר אֶת הַטְמֵאִים וּמְטַמֵא אֶת הַטְהוֹרִים makes a person who is Tamei, Tahor, and a person who is Tahor, Tamei. What is a Mitzva to Chaim, can be an Aveira to Berel.
Notice how the Seforno elaborates in how important it is to be like a Baal Ga'ava (which Shaul HaMelech unfortunately didn’t do, and therefore he lost his Malchus) and he doesn’t elaborate on trying to be an extreme Anav when your nature is to be a Baal Ga'ava. It appears that lots of Anava can be understood by others, but acting “like you own the world” is super hard, and misunderstood by most of us.
