The reason Christianity must build our lifestyle on God’s mercy in Jesus Christ is that the whole point of Christianity is to glorify the mercy of God in Christ. We exist to put the glory of God’s mercy in Christ on display. So Paul spends 11 chapters opening the mercy of God in the work of Christ, and then says, “therefore” build your lives on this. Live a life that shows this! That’s why you exist.
So we say, “Because of God’s mercy revealed in Christ, therefore, I do this and not that. Because of God’s mercy revealed in Christ, therefore I speak this way and not that way. Because of God’s mercy revealed in Christ, therefore I cultivate this kind of emotion and put that kind to death. Because I exist to glorify the mercy of God in Christ, I live this way and not that way. Christian living is built on something!
I have been learning more in this area recently. Everything we have in this life as Christians is just mercy upon mercy. For us to have a swaggering attitude about our "rights" as Americans, or have cold arrogance towards "the sinner" or the "worldly," shows that we do not understand the utter humility and silence that should catch in our throats before we speak a word of judgment. We have been given mercy. This affects everything---preaching, our use of possessions, pride in our witnessing, etc...