Why do some say we are under Grace ALONE and just did away with the law?

:-) This is a misreading of the Pauline Epistles. The Law is a reference to the Mosaic Law, not to the new Covenant's commandments which is why J'esus said, "If you love me, keep my commandments" John 14:15. You see, even in the New Covenant made with His blood, there are still commandments. However, with the gift of the Holy Spirit, these will not be a burden but a delight.