They failed to understand the overriding reality that every mitzvah makes us holier purely by virtue of it being a commandment from Hashem; we may not make our own calculations as to why we should or shouldn't perform the commandments of Hashem. The mitzvos are inherently holy as a result of being 'dvar Hashem'. Indeed, there are deep reasons as to why we perform certain mitzvos, and we may definitely delve into them in order to perform the mitzvah on a loftier level, with greater understanding. We must never lose sight of the chief reason for mitzvah observance; we perform mitzvos because this is ratzon Hashem - we should be faithful servants of our Great Master.
The Entire Purpose of the Torah
The Ohr Hachaim in Parshas Chukas, in which we are given the chok of parah adumah explains why it is referred to as זֹאת חֻקַּת הַתּוֹרָה, this is the law of the Torah. This is a very inclusive term - wouldn't it be more appropriate to say, this is the law of purifying a person from tumas hameis? He answers that if a person is ready to do the mitzvos with this mindset, because this is what Hashem commanded us to do, then it is as though he was mekayim the whole Torah. Subjugating ourselves and our minds to the will of Hashem serves the entire purpose of the Torah.
This is how we should lead our lives. If we show our willingness to be obedient servants than it is reckoned as though we have already done everything which the Torah has commanded us to do. Perhaps this is the reason why the Torah gave us this mitzvah as a chok. To give us the opportunity to show our allegiance to our Father so that we can follow our Master with complete trust, without seeking to understand or reason.