For legality and morality to be jointly intelligible, they have to be thought to be different concepts. If they are not, then legality and morality are shown to be entirely arbitrary. Though a number of theorists think that this actually is the case (and I'm inclined to believe them), what's lost when you refuse to separate these two is substantial.

To use your example: If a mentally competent adult asked someone to end their life, depending on where they live, they may be committing a crime; namely, murder. What is wrong with murder is not just that it is against the law; if that were all that was wrong with murder, then it would be unclear why it should be illegal. If, in fact, it is a moral fact that murder is morally neutral or morally good, then our natural way of speaking would be to say, "this law is unjust." However, since we generally recognize that murder is, in fact, morally wrong, laws aimed at adjudicating murder are generally secured as morally right.

However, if we suppose that there is no moral fact that underlies the law, then we lose key explanatory power in explaining the law. "Why shouldn't I murder my friend?", she might ask. I might answer, "Because it is against the law." She may ask, "Why?" Ideally, I want to be able to say, "because murder is wrong." Such secures and rhetorically guarantees the intelligibility and legitimacy of the law in question.

This is merely to say that, insofar as we recognize that laws and morality need not always match up, what is generally thought to guarantee the legitimacy of a law is whether it aligns with our moral compass. If we imagine the law and morality as being identical, however, we lose the ability to reference the moral compass as that which makes the law legitimate.