Paul the Apostle has just told his Roman readers that being a Jew, knowing the law and being circumcised cannot save them. They need Jesus the Messiah.
Paul has been setting the scene before he introduces the gospel. The gospel is the 'good news', so first he has to explain the 'bad news'. He says that the human heart is naturally opposed to God.
Most of the time, people act in a socially acceptable way. They are restrained from breaking laws because they fear punishment, and controlled by social traditions because they fear being excluded.
Most people, who know anything about Jesus Christ,understand that He died a criminal's death on a Roman execution cross. But surprisingly few people know why He died.
It is a habit, for many religious people, to feel good about themselves because they follow the rules of their religion. But it should be different for Christians.