Sacrifice and offering Thou didst not desire; mine ears hast Thou opened: burnt offering and sin offering hast Thou not required. Then said I, Lo, I come. – Psalm 40:6,7

Sacrifices and offerings had ceased to be of any value: God had put them away as a weariness to Him. The scribes and the Pharisees, with all their phylacteries and wide-bordered garments, were a mere sham. There seemed to be no true religion left upon the earth. Then said Christ, “Lo, I come.” There was never a darker thirty years than when Herod slew the innocents, and the chief priests and scribes pursued the Son of God, and at last nailed Him to the tree. It was then that Jesus came to us to redeem us by His death. Do I speak to any man here whose religion has broken down? You have observed a host of rites and ceremonies: you were christened in your infancy, you were duly confirmed, you have taken what you call “the blessed sacrament”; or it may be you have sat always in the most plain of meeting-houses, and listened to the most orthodox of preachers, and you have been amongst the most religious of religious people; but now, at length, the Spirit of God has shown you that all these performances and attendances are worthless cobwebs which avail you nothing. You see now that-

“Not all the outward forms on earth,
Nor rites that God has given,
Nor will of man, nor blood, nor birth,
Can raise a soul to heaven.”

But now the Spirit of God has told it you, and you feel its force: He is great at convincing of sin. When the Spirit of truth comes to deal with the religiousness of the flesh, He withers it in a moment. All religion which is not spiritual is worthless. All religion which is not the supernatural product of the Holy Ghost is a fiction. One breath from the Spirit of God withers all the beauty of our pride, and destroys the comeliness of our conceit; and then, when our own religion is dashed to shivers, the Lord Jesus comes in, saying, “Lo, I come.” …When you part with self you meet with Christ. When no shred of hope remains, then Jesus says, “Lo, I come.” ~ C.H. Spurgeon

https://www.blueletterbible.org/Comm/spurgeon_charles/sermons/2203.cfm