Now you are agreeing with me on the use of the words, 'mercy' and 'sacrifice' in that verse. WHAT does that have to do with the question of whether God's sacrifice of his Son for our sakes was not mercy on us?
A costly sacrifice indeed is the sacrifice that Christ made of himself. His life for the life of the world. Did God the Father desire such a sacrifice?
Hebrews 10:1-18 So, since the Law contains no more than a reflection of the good things which were still to come, and no true image of them, it is quite incapable of bringing the worshippers to perfection, by means of the same sacrifices repeatedly offered year after year. 2 Otherwise, surely the offering of them would have stopped, because the worshippers, when they had been purified once, would have no awareness of sins. 3 But in fact the sins are recalled year after year in the sacrifices. 4 Bulls' blood and goats' blood are incapable of taking away sins, 5 and that is why he said, on coming into the world: You wanted no sacrifice or cereal offering, but you gave me a body. 6 You took no pleasure in burnt offering or sacrifice for sin; 7 then I said, 'Here I am, I am coming,' in the scroll of the book it is written of me, to do your will, God. 8 He says first You did not want what the Law lays down as the things to be offered, that is: the sacrifices, the cereal offerings, the burnt offerings and the sacrifices for sin, and you took no pleasure in them; 9 and then he says: Here I am! I am coming to do your will. He is abolishing the first sort to establish the second. 10 And this will was for us to be made holy by the offering of the body of Jesus Christ made once and for all. 11 Every priest stands at his duties every day, offering over and over again the same sacrifices which are quite incapable of taking away sins. 12 He, on the other hand, has offered one single sacrifice for sins, and then taken his seat for ever, at the right hand of God, 13 where he is now waiting till his enemies are made his footstool. 14 By virtue of that one single offering, he has achieved the eternal perfection of all who are sanctified. 15 The Holy Spirit attests this to us, for after saying: 16 No, this is the covenant I will make with them, when those days have come. the Lord says: In their minds I will plant my Laws writing them on their hearts, 17 and I shall never more call their sins to mind, or their offences. 18 When these have been forgiven, there can be no more sin offerings.
This is not about mercy, nor is the sacrifice presented as mercy, but the sacrifice - as was the case in the old covenant - made mercy possible. The blood of the sacrifice made on the day of atonement was sprinkled on the mercy seat of the ark of the covenant as a sign that mercy was asked for and as a promise that it is granted.
So, God the Father wanted Mercy and not sacrifice. as the scripture that was first mentioned in this context says "Whoever acts without mercy will be judged without mercy, but mercy can afford to laugh at judgement." (James 2:13)