So, why do we run to the slavery of sin and legalism?
The issue is the cross. The false teachers who peddle legalism want to avoid being persecuted for the cross. And they'll achieve that, because no-one persecutes moralisers and do-gooders. We follow their enslaving lies because we too want to avoid being fundamentally associated with the cross of Christ.
By contrast the way of the Spirit for Sons is the way of the cross. To live as a son means making much of the cross as our only ground for confidence, our absolute passion and obsession.