"Upon a cursory reading of this verse one may wonder why Jesus is quoting this part of Malachi's prophecy in light of the fact that the law of Moses was fulfilled in Christ. The answer could possibly be that the Lord (and Malachi) were not referring to the Mosaic code and carnal commandments but rather to a different law that was given to Moses in Horeb--a higher law, even the fulness of the gospel that, because of Israel's rebelliousness and stiffneckedness, they never were able to fully receive." (McConkie, Millet, and Top, Doctrinal Commentary on the Book of Mormon, vol. 4, p. 166)
Joseph Smith
"How shall God come to the rescue of this generation? He will send Elijah the prophet. The law revealed to Moses in Horeb never was revealed to the children of Israel as a nation. Elijah shall reveal the covenants to seal the hearts of the fathers to the children, and the children to the fathers." (Teachings of the Prophet Joseph Smith p. 323)