This tenth commandment ties all the other commandments together. Coveting isn't just wanting what we don't have, we could go buy it. It is wanting what we have no right to have - someone else's stuff. When we covet, we put things before people and God. It all comes back to love.
Love carves the commandments on our hearts.
God gave these laws to us because he loves us and wants us to live life abundantly. The commandments are all about love - for God and people. And obeying them leads to more love.