They had everything going for them—family, glory, covenants, revelation, worship, promises, to say nothing of being the race that produced the Messiah, the Christ, who is God over everything, always. Oh, yes!
Again, I bring in the Cotton Patch Version, by Clarence Jordan to bring this home:
. . . I would be willing to sacrifice even my own life in Christ for the sake of my native white American Protestant brethren. The are “good white folks;” they are “saved;” they have prestige; they have the Bible; they have a denominational program; they have worship services and Sunday schools; they have theological doctrines and are staunch supporters of Christ himself. And God, who is over them all, is unceasingly magnified.
Paul’s point is that the Jewish nation had it all! Think of it, they had God himself present on the wanderings in the Desert; they had prophets to lead them; God personally made promises to sustain them and guide them . . . They should have been the envy of the world. They are the people of Israel, chosen to be God’s special children. God revealed his glory to them. He made covenants with them and gave his law to them. They have the privilege of worshiping him and receiving his wonderful promises. Their ancestors were great people of God, and Christ himself was a Jew—Wow!
Look at this, Paul is telling us why his heart is broken. It was because of a wasted opportunity. Israel was in a position to know the truth. Israel had been the beneficiary of all of the promises of God. He mentions things Israel was privileged to possess.
First, they were God’s chosen people. Of all the people of the world, God chose the people of Israel. He made a covenant with them and declared them to be His people—and He to be their God. Out of all the peoples of the earth, Israel received the adoption as sons. Amazing!
Secondly, they had the Shekinah Glory of God as He met with the people of Israel in the Tabernacle. His glory accompanied them. He not only chose them, but He was with them daily.
Third, the Covenant God made with Abraham, the Covenant God made with Isaac, the Covenant God made with Jacob, all of the Covenants were given to the people of Israel.
Fourth, God met them at the mount and gave to them His commandments. They, apart from all the peoples of the Earth, were the enlightened ones, having heard the Word of God. The people of Israel love the Law. They have a tremendously high respect for the Law. There is a service where they actually take the Torah—the Teaching—out and dance with it because they love it.
Fifth, they were also blessed with the Temple Worship. They were instructed on how to worship God in a way that would be pleasing in His sight.
The sixth benefit listed above are all of the promises, not only in the Law but in the Prophets as well, were given to Israel specifically so that they could claim them and walk in them, and be the recipients of the blessing of the Promise.
Seventh, in their lineage and history are the patriarchs. Those great and righteous men like Abraham, Isaac, Jacob, the great patriarchs of Israel were theirs.
And finally, above all the other advantages and blessings, they are the human ancestry of Christ. The Messiah who would come in the person of Jesus Christ was revealed through Israel.
If interested, you can download the entire study of The Letter to Christians at Rome