My “knowledge encourages obedience, and [my] obedience enhances [my] knowledge” – Dallin H. Oaks
Perhaps the puzzle some feel can be explained by the reality that each of us has two different channels to God. We have a channel of governance through our prophet and other leaders. This channel, which has to do with doctrine, ordinances, and commandments, results in obedience. We also have a channel of personal testimony, which is direct to God. This has to do with His existence, our relationship to Him, and the truth of His restored gospel. This channel results in knowledge. These two channels are mutually reinforcing: knowledge encourages obedience (see Deuteronomy 5:27; Moses 5:11), and obedience enhances knowledge (see John 7:17; D&C 93:1).