And I think it's important to first understand:
What the old covenant is. What the new covenant is. And what the Scriptures tell us will be the difference.
Preferably starting with Jeremiah 31 or Hebrews 8.
First question I would have would be...is the Law (Torah) of God in the New Covenant going to be different than the Perfect, Holy, Righteous, True and Good Law (Torah) referenced throughout the Bible and especially in Jeremiah?
If your answer is yes - you'd have the burden of proof to show where in the texts God points this out and "what Law" will replace the perfect Law of God.
We are quick to throw blanket statements like "the new is better than the old", and "the law will now be written on our hearts" without taking the time to understand what Law is being talked about and all that the passage claims will come to pass.
To put your last statement in perspective...
Jesus had to conquer sin and the "Holy, Perfect, Righteous Law of God/Word of God/Commandments of God" so that we can be saved.
How does that statement make sense?
Why would God give us His Word, His Commandments, His Instructions, His Instruction Manual for believers, His moral code only to have His Son come and do away/nail it to the cross/abolish/destroy it to save us?
Is the problem with the Perfect Law of God?
Or is the problem with our sin and our hardened hearts?