And if it wasn't illegal, some immoral entity would outcompete you by killing all of their rivals (including you).
The whole point of the law is to standardize morals so immoral actors don't gain advantage.
People who commit murder wantonly are generally untrusted and/or shunned. Being banished is really dangerous, so people tend not to go on more killing sprees even without formal laws
Yes, people are naturally social and naturally enforce social norms. But this natural ability doesn't scale beyond a tribe (see also: Dunbar's numbers). Our natural social patterns only work when everyone in the group knows everyone else and they all interact frequenlty.
Laws didn't invent morality or punishing antisocial behavior. Laws are what allows them to scale and support societies of millions, where most of your daily interactions are with strangers you'll probably never again see in your life.