Hebrews 10 talks about how the law was a shadow of good things to come. Now that we have the Messiah, we see the reality that was casting the shadow. It talks about how priests and sacrifices could never be permanent. They were never made to be so. They were only shown to us to reveal the nature of God, the shape of how he works. Jesus, then, showed us how that actually looks.
He quotes Jesus as teaching us that God does not want sacrifices of animals, which are impermanent sin offerings, but wants us to submit to him (v5-7)
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Mercy not sacrifice Sacrifices
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