Check the original context of this phrase: ‘I desire mercy, and not sacrifice,’and it will bring you back to the sin of Saul-when he disobeyed the command given through Samuel the seer. the Lord then desired wholehearted obedience than incomplete animal sacrifice being given by Saul.
However in Hoses 6:6- Israel are hardhearted and and insensitive to the social sins they are committing but instead they jsut go about in their religious rituals. There the Lord wants steadfast love-meaning coherence or sincerity than manipulating him with sacrifices. He is not like the pagan gods that does not have complete knowledge and is dependent on man for his food.
All this verses are Godward: responsibilities to God. There is a change in the NT. In verses 1-8, Jesus healed a paralytic man by forgiving his sins. In 9-12, he ate the house of Matthew , the tax collector so that he can follow him. In both cases-this is manward : Jesus is now directing man’s obligation towards God by redireting it to sinful man-so that they can enter his kingdom . This is truly different indeed !
From obedience to steadfast love then now mercy. We should learn this in the New Covenant.