Much of what comes forth today from the church is very much on the surface - the outside of the cup. Even the faith message is like this. No depth. Distorted too! Jesus twice told the Pharisees to go and understand what this means "I desire mercy and not sacrifice". One time He said this when the Pharisees falsely judged His disciples for breaking the Sabbath.
We need to understand the two words - mercy and sacrifice.
Firstly, 'sacrifice' refers to following rules (strictly speaking the Law) or even principles. One just has to visit a church today and very quickly one finds that there are many rules - some unspoken - in the assembly. The New Testament can be taken in a legalistic manner if the classical foundation is not central. We are taught to be a doer of the Word. However, there are two ways to do the Word. One is simply to do the Word. This is sacrifice. The other is to focus on our relationship to Jesus Christ and our hearts and souls are changed through the Presence of Jesus enabling us to naturally fulfill the Word of God. Unfortunately, many churches teach it the former way - the way of sacrifice.
For example, the precept 'love your enemy' can be taken at face value (sacrifice) or alternatively, one, recognising the sovereignty of God, rather receives the enemy as from the hand of God and not man and responds to the Presence of God. No reaction of the flesh. The second is the way of the classical Christianity and is the correct way.
To understand 'mercy' we need to go back to the Old Testament - to the book of Hosea. The word mercy can be translated 'to know God deeply and with endurance'. This seems to be more accurate. In chapter 6, we see two things coming from the context.
Deep (not on the surface hiding the sins in the way of sacrifice like that of the Pharisee in the Sermon on the Mount) and 'with endurance' (our love of the Lord is not to be like the morning dew which quickly evaporates as the heat of the day comes). This speaks to knowing the depths of Jesus Christ and the taking up of His cross - the essence of the classical Christian foundation.
So Jesus was saying to the Pharisees and to us today, do not be so concerned with memorising Scriptures, doing the Word and doing all that is expected of you in Christian circles, but rather focus on knowing Me deeply and knowing Me in My suffering too. When you turn your eyes to Me, I will cause you to fulfill My word in My strength.