Laws and rules are not always related to state or politics. Only a very insignificant part of law is dictated by state or political whim. Most of laws are only manifestation of standards of behaviour, tenets of wisdom and basic for an orderly society. 
A society comes only under an order and law ensures that order in the society.
Laws are recognised by us, developed by us, suggested by us, felt by us- state only formalises them. We crave for law because it has basic utility value. We yield to law because we feel the absence of law and absence of law is more uncomfortable then presence of law. We suffer the penalty under the law because we feel it is worth suffering at that time.
Those who have failed to educate the utility value of law to their people are bound to suffer.
Law weaves the structure of society so that the society can bear the wear and tear of time and human instincts. Human instincts cannot be caged nor cannot be dictated but through law they can be tuned in a rhythm and regulated. Penalty is suffered onle to make our instincts get adapted to certain outer limits of our instincts. Penalties help shape and trim our reflex arbitrariness.