One of the Alter Rebbe's major points is that Torah, as a pursuit of God, is limited in that the closest we can come is to an awareness of the Existence of God, but we cannot experience His Essence.
Through performing the physical mitzwoth, on the other hand, we are actually binding ourselves to God's Essence. (Note that this includes even (or especially) studying the halachot of the performance of physical mitzwoth because through the study of the performance of the mitzwoth we connect to the Essence of God's Intellect which prescribed the precise boundaries of the mitzwoth.)
My cousin Solly related a dvar Torah he had heard elsewhere regarding Avraham Avinu's tremendous intellectual insight that God existed. The question raised is, after such an insight, why did HaShem have to test Avraham? The Answer lies in the two relationships a person forges with HaShem, one is this intellectual relationship and the other is a relationship built on action and commitment. This second relationship was the one Avraham had to build, this was the purpose of the ten trials he underwent.
What strikes me personally is how one of these aspects of serving God seems very paternal, and the other maternal. Perhaps this is why HaShem gave each of us a mother and a father, to show us that we need to connect to God both through an intellectual awareness of His Existence (Torah study) and through the closeness brought about by ongoing involvement. (Mitzwah performance)
[This bears out some excellent relationship advice: When one's marriage mixes both these means of relationship, understanding and respect (intellectual) as well as shared time and experiences (involvement) there is the potential for a full and rewarding unity.]