Answer

I’ll begin with a remark. In my view, your question is similar to someone saying: I know that murder is immoral, but why not murder? If you ask such a question, that means you do not really know that murder is immoral. Someone who knows understands that if it is immoral, then it is improper to do it. If you ask such a question, then at most you know that people think there is such a thing as “morality,” according to which murder is forbidden—but you yourself do not know or understand that at all. The point is that “morality,” by its very nature, is something that is meant to be carried out in practice. Knowing that morality forbids something is not neutral knowledge, like knowing that the table in front of me is black. Moral knowledge contains within it an obligation to act accordingly (in analytic philosophy, this is called a prescriptive claim rather than a descriptive one).
In my view, the same applies to someone who says there is a God who gave commandments and asks why they should be observed. The claim “God commanded X” is prescriptive and not descriptive; that is, it contains within it an obligation to carry it out. Someone who asks such a question does not really know that God commanded it, but only knows that there are people who think God commanded it. Or he knows that someone commanded it, but he does not know that this is God (and only thinks that others see Him as God). God, by virtue of being God, has authority, and His commands have binding force. That is why in the Torah the word “elohim” also refers to judges. A judge has formal authority; his ruling must be obeyed simply by virtue of his being a judge, whether he is right or wrong. That is exactly the situation with God and His commandments.
For further detail, see my article here on the site about philosophical gratitude.