There was nothing for Jesus to explain. It was universally understood in the ancient world, it's universally understood among historians and religious scholars today, and it's universally understood among informed laypersons that living under Mosaic legislation and law was a covenant unique to Jews. It's Torah that defined Jews from everyone else around them.
If you're not Jewish, you had to convert to Judaism to commit to a Torah-centered life.
The only question that came up later in the 1st century is whether gentile followers of Christ would have to convert to Judaism and live under Torah, or whether gentiles could follow Christ without converting to Judaism.
It's exceedingly simple to understand.
Years ago, some atheist blog cherry picked this one sentence from one gospel, and claimed it was the perfect foil to stump Christians and expose their hypocrisy. And it's been making the rounds ever since.