Being a Christian, I am under grace not under law. "For sin will have no mastery over you, because you are not under law but under grace." Romans 6:14
In Romans 6:14, Paul described the law that we aren't under as being a law where sin had dominion over us, which does not describe the Law of God, which is a law where holiness, righteousness, and goodness have dominion over us (Romans 7:12), but rather it is the law of sin where sin had dominion over us. In Romans 6:15, being under grace does not mean that we are permitted to sin, and sin is the transgression of the Law of God (1 John 3:4), so we are still under it, and are still obligated to obey it, but are no longer under the law of sin. In Psalms 119:29, David wanted God to be gracious to him by teaching him to obey His law, so this is what it means to be under grace.
Furthermore, everything else in Romans 6 is speaking in favor of obedience to God's law and against sin. For example, in Romans 6:19-23, we are no longer to present ourselves as slaves to impurity, lawlessness, and sin, but are now to present ourselves as slaves to God and to righteousness leading to sanctification and the goal of sanctification is eternal life in Christ, which is the gift of God, so obedience to God's law is part of the content of His gift. We can't present ourselves as slaves to God and to righteousness by refusing to submit to His laws for how to do what is righteous. Likewise, in John 6:40, everyone who looks on and believes in the Son will have eternal life, and in Matthew 19:17, Jesus said that the way to enter eternal life is by obeying God's commandments, so obedience to God's commandments is the way to look on and believe in the Son. The Son is the exact expression of God's nature (Hebrews 1:3), which he expressed through his actions by setting a sinless example of how to walk in obedience to God's law, so refusing to submit to God's law is rejecting the nature of who Christ is. Being a Christian is about following what Christ taught by word and by example, which was how to obey God's law.