If we are to keep all the commandments, shouldn’t this include Exodus 20?

Answer:

Keeping all of God's commands include those that state:

"Behold, the days are coming, says the LORD, when I will make a new covenant with the house of Israel and with the house of Judah- not according to the covenant that I made with their fathers in the day that I took them by the hand to lead them out of the land of Egypt, My covenant which they broke, though I was a husband to them, says the LORD" (Jeremiah 31:31-32).

"In that He says, "A new covenant," He has made the first obsolete. Now what is becoming obsolete and growing old is ready to vanish away" (Hebrews 8:13).

"And you, being dead in your trespasses and the uncircumcision of your flesh, He has made alive together with Him, having forgiven you all trespasses, having wiped out the handwriting of requirements that was against us, which was contrary to us. And He has taken it out of the way, having nailed it to the cross" (Colossians 2:13-14).

"For He Himself is our peace, who has made both one, and has broken down the middle wall of separation, having abolished in His flesh the enmity, that is, the law of commandments contained in ordinances, so as to create in Himself one new man from the two, thus making peace, and that He might reconcile them both to God in one body through the cross, thereby putting to death the enmity" (Ephesian 2:14-16).

Following all the law includes obeying God's will that He changes some terms of His law by establishing a new and different covenant with mankind. Those in Exodus 20 were a part of the old covenant. Nine of the Ten Commandments were carried over into the new covenant (See "The Ten Commandments").