When it is said that 'we are no longer under the law but grace', if not used in the correct context, the person who made such a statement has FAILED to understand the imminent role Jesus is performing in the heavenly sanctuary. For Jesus mediates for our transgressions and standards between us and the forthcoming wrath against the law ones. (They should re-read again and again the book of Hebrews).
The commandments of God are His standard of perfection and a reflection of His righteous character. Sin cannot exist in His imminent presences. Anyone who is not covered by the mediation of Jesus is lost.
If the 10 Commandments were finished at the cross, as some believe; questions could be asked then by what standard of Righteousness with Satan and his angels and the wicked be judged by.
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How to we preach/teach that the commandments are done away with and not be legalist/self righteous. Educate people with the Great Controversy and the conflict between Christ and Satan, then explain the Sanctuary service works. For the earthly one was only a shadow of the heavenly.
No matter what the world throws at you, it is all recorded in heaven and justice will be done.
The most important this is to come, when Jesus says from the heavenly sanctuary "It is FINISHED". Satan's lifesupport is unplugged, the world is harvested and the curse is removed. Sin is NEVER again to rise, and we will reign with Jesus forever and ever.
Rom 6:15 What then? shall we sin, because we are not under the law, but under grace? God forbid.
Not being under the law does not mean the law is finished! Please, look at my paraphrase of this verse:
Rom 6:15 What then? shall we sin, because we are not under the (death sentence of the) law, but under (the act of) grace [= amnesty, pardon]? God forbid.
Not the law, but the condemnation has finished for him (or her) who is in Jesus Christ and is not walking after the flesh, but after the spirit. Otherwise there isn't any need to walk in the spirit!