The problem of sacrifices and burnt offerings

The problem of sacrifices and burnt offerings.
‘I desire mercy, not sacrifice.’ For I have not come to call the righteous, but sinners.
You may have heard or read this before. It's part of when Jesus called Matthew to be one of His disciples.

The Calling of Matthew

Mt 9:9 As Jesus went on from there, he saw a man named Matthew sitting at the tax collector’s booth. “Follow me,” he told him, and Matthew got up and followed him.
Mt 9:10 While Jesus was having dinner at Matthew’s house, many tax collectors and “sinners” came and ate with him and his disciples. 11 When the Pharisees saw this, they asked his disciples, “Why does your teacher eat with tax collectors and ‘sinners’?”
Mt 9:12 On hearing this, Jesus said, “It is not the healthy who need a doctor, but the sick. 13 But go and learn what this means: ‘I desire mercy, not sacrifice.’ For I have not come to call the righteous, but sinners.”

You may have noticed (hopefully you did) that part of what Jesus said in this passage is in quotes - ‘I desire mercy, not sacrifice'.  Three of the Gospels record something of this passage - however, only Matthew records that particular statement - 'I desire mercy, not sacrifice'.  

Not only is it not surprising that Matthew was the only one - it's significant.

We (Christians) tend to focus on the part about the healthy not needing a doctor - but only the sick.  The part about mercy and sacrifice - I feel like we (Christians) tend to think this message was meant for the Jewish leaders - but not for us.  Which is unfortunate.

Let's back up a bit.

What's the significance of Matthew recording the quote about mercy and sacrifice?

Matthew was a tax collector - something that's fairly well-known.  The tax collectors in that area / time were working for the Romans.  They were also Jewish.  And for both those reasons - very much hated.  

Did I mention Matthew was Jewish?

Being hated for being a Jewish tax collector for the Romans - Matthew would have understood what Jesus said in a way that the other Gospel authors probably would not have grasped.  I suspect that, in many ways, we (Christians) are not unlike the other authors of the Gospels.  We don't fully understand the significance of what Jesus said to the Jewish leaders when they questioned Him.

To be sure we're all starting from the same place - what just happened in the Gospel passage we looked at was that Jesus chose someone who would have been among the most hated in the Jewish community to be one of His disciples.  This was incredibly "wrong" according to the culture of the time, as we see here -

DISCIPLE A student, pupil, or learner. In the New Testament it is used for Jesus’ followers. Often references “the Twelve” but also indicates a wider group of followers.

Development
Master-disciple relationships were common in the land of Israel, although the terms for disciples are almost completely absent from the Old Testament and early Jewish literature. In the New Testament, however, the Greek word for disciple is often used. Found in the Gospels and Acts, it functions as a technical term for adherents of Jesus.
In the Greek world, philosophers, religious leaders, and mystery cults attracted disciples. A person became a disciple as he sought out a teacher and followed him and his principles. Similarly, in the rabbinical tradition, a “learner” or “student” (תלמיד, tlmyd) attached himself to a rabbi (literally “my great one,” with the additional meaning of “teacher” or “master”) or to a movement. Followers of Old Testament prophets could also be described as disciples. Although master-disciple relationship was a common phenomenon in the land of Israel, talmîd is used only once in the Old Testament (of a student in musical instruction; 1 Chr 25:8) and the Greek equivalent does not occur at all in the Septuagint. None of the terms appear in any Jewish literature until the time of Philo (i.e. at approximately the same time as Jesus). Later in rabbinical literature, talmîd switches meaning to become a specialized term for the student of Torah.
In the New Testament, the term “disciple” is used in the Gospels and Acts. In nearly all instances it is a technical term in reference to a follower of Jesus, although John the Baptist, the Pharisees, and Paul are also said to have disciples (Matt 9:14; 11:2; 22:16; Mark 2:18; John 1:35–37; Acts 9:25). In John, a group of Jews call themselves the disciples of Moses (John 9:28).  ¹Nässelqvist, D. (2016). Disciple. In J. D. Barry, D. Bomar, D. R. Brown, R. Klippenstein, D. Mangum, C. Sinclair Wolcott, … W. Widder (Eds.), The Lexham Bible Dictionary. Bellingham, WA: Lexham Press.