The universe is a multilayered existence; there are many levels: there are the molecular, the atomic and the subatomic levels. So also the human consciousness: though one, yet, it is many.
An eight-year-old child in India was always given the Brahma Gyan first, before any other knowledge. The first upadesha or formal advice given during the Upanayanam or holy thread ceremony is called Brahmopadesha, where the highest identity of oneself is revealed as a secret. In this ceremony, the guru, father and mother whisper in the ear of the child: "You are THAT!" And then all the varnashrama dharmas, or lesser identities are taught and the duties are promulgated.
The lesser identity is essential to perform limited duties that include those as student, son or daughter, husband or wife, father or mother, professional or citizen. Lesser identities strengthen the 'karta' or doer and enable him to complete the karma. Another utility of lesser identity is to move one from tamoguna to rajoguna and that is how Krishna reminds Arjuna of his being a warrior and his warrior dharma, again and again after educating him in the Sankhya yoga, the highest knowledge of atma-gyan. He tells him about his kshatriya dharma and what people will say if he doesn't do his duty, something that is irrelevant to a Brahmagyani.
So, to come out of tamoguna, rajoguna is essential. And while moving from rajoguna to satoguna, all identities get dropped. That's why Buddha said the world is all sorrow and misery; so take sanyas. His teachings were simple, plain, convincing, logical and so could be understood far and wide, whereas Krishna's are complicated, confusing and contradictory and so they remained confined to India. Krishna also says "Anityam Asukham Loka". The universe is anitya, asukha (transient, devoid of happiness) ^ he doesn't say it is dukham ^ and further he says "Imam Prapya" ^ Achieving this, "Bhajaswamam" ^ merge into Me. (Gita, Ch. 9)
In the Vedantic tradition, there are two paths: One is that of negation "neti neti", which the Buddhists have adopted. The other is simply moving beyond negation. That is the path of Taitriya Upanishads, also called the varunya. The varun was given introduction ... food is Brahmn, then told Prana Brahmn, without negating the previous. Then as the higher planes of manobrahma, vigyan-brahma and anandam-brahma are introduced, the previous identities are naturally superseded; no negation is used in this.
You don't need to negate being a householder to be a good citizen of your country and you don't need to negate being a good citizen in order to be a world citizen; they all fall in place. The lower identities simply get absorbed and enriched as well. This is incomprehensible for a linear-thinking Occident.
The dharmashastras and Brahmagyanis have all along been guiding when there is a conflict between the dharmas of different identities like between a grihastha-dharma or that of a householder and raja-dharma or that of a citizen. While identities are useful for performing the karmas, their futility is obvious in the field of knowledge or gyana. Like the membrane around the seed, which stays till the seed sprouts, identity will remain till the Brahmagyan is attained ^ they help one to complete their karmas.
In the Gita, Krishna cleverly adopts both these methods, to bring both vairagya (to get out of sorrow) and to perform the duty, which Arjuna had to. "Na budhi-bhedam ... karma sanghinam."