Saying the rules shouldn't exist is like saying Newton's laws shouldn't exist -- they are just patterns that someone has noticed.
While there seem to be exceptions to most rules proposed (because natural usage is complex), the rules are still fairly accurate for most cases.
So why do it? To make observations? Observations don't need formalization; just provide good statistics.
(If that isn't what you mean, then what do you mean? That linguists should carry on, but not look for patterns and rules? Then what, instead?)
Also, what is a "linguistic construct" if we don't have formal rules? Whatever it is, wouldn't it be less ironic to call it a "speaking thingy"?
To say there are formal rules of language is a bit like saying there's only one culture that is fit to judge the acceptability of your words.
Formalizing it would be about as silly as formalizing which music sounds good.