What does Romans 2:19 mean?

Paul is addressing a representative Jewish person in this and the previous verses. He is showing all the benefits that person has received because of receiving the law from God. This person knows God's will. By that, they can evaluate everything to see what is "excellent," and what is not.

Now Paul adds that this person can serve as a guide to the blind and a light to those in darkness. In other words, God gave His law only to Israel. Thus, they had the opportunity to show everyone else what was true and who God was. They possessed the light of God's truth that others needed.

Paul, however, is leading all of this buildup to a negative. He is asking that if all these things are true for Jewish people, why don't they live according to the law? This is part of Paul's short-term goal of showing that even God's chosen people (Deuteronomy 7:6) fall short of His standards of perfection. In the longer view, this supports Paul's point that all people need to be saved by grace, through faith, apart from their own works (Romans 3:22–25).