Jesus said to his disciples in Matt 28:19-20 to teach “them to observe all things that I have commanded you” Why does the church not teach all the things He taught them when he was with them.

This does not mean we are to continue to keep the Old Testament laws, this would wrong. Then we would have no new covenant to observe; we cannot do both (Romans 6:14-15).

“teaching them to observe all things that I have commanded you;  After Jesus resurrected he stayed with his disciples, and trained his apostles further.  Acts 1:1-3: “The former account I made, O Theophilus, of all that Jesus began both to do and teach, until the day in which He was taken up, after He through the Holy Spirit had given commandments to the apostles whom He had chosen, to whom He also presented Himself alive after His suffering by many infallible proofs, being seen by them during forty days and speaking of the things pertaining to the kingdom of God.” 

What they were taught to teach other is what they were instructed after the resurrection (along with 40 days they were instructed by Jesus) when the Holy Spirit was sent. And the teaching continued as the learned to understand grace as Paul was saved and the Gentiles were being saved and admitted into the Church. There was a transition time of learning of God's grace and what was no longer necessary under the law of Moses; some came by example and some by revelation (Acts 10).

This is how we know what they taught- by the epistles they wrote to the church. Some of the principles and commands are referenced to Jesus’ life in the gospels as the Old Testament becomes our examples.

We must distinguish Jesus living under the law to fulfill it perfectly and what we are to live “under the spirit of Life”. For example All Jews were to be in Jerusalem at the temple for three of the holy days each year. We are not expected to keep this any longer. We are no longer obligated to keep unclean and clean food diet nor the many customs that made Israel a unique people among the nations.

Jesus on the Emmaus roads said Luke 24:44 “That all things must be fulfilled which were written in the Law of Moses and the Prophets and the Psalms concerning Me."

To be fulfilled means to complete it- Jesus fulfilled prophecy of himself, bringing it to a conclusion.

Paul says in Acts 13:39 by Him everyone who believes is justified from all things from which you could not be justified by the law of Moses”  The law cannot improve ones spiritual life this is why the Spirit was sent to indwell us

The commands the church practiced when the apostles were among them were written down in the epistles, seen in the book of Acts as the church was developed, for the saints of all the ages to know and practice until Jesus returns.