There’s a whole process in understanding what a relationship with the Lord means. The Israelites were just freed by the One, who said He is the only God, but they were still faltering in their knowledge of Him.
In the midst of this, Moses tells God: I know who you are! Have mercy on them.
There cannot be a relationship with God if we see him as our owner. The people need to know who He really is: He loves them as a person; He loves them as a Father. The intimacy the Lord wants with you is to be one with you. This is a constant choice: “as for me… I will serve the Lord”!