Romans 9-11 especially focus on God's promises to His ancient people of Israel.  Although the first believers were all Jews, the Apostle Paul is sad that most of the Jewish nation did not connect God's Word or covenant promises with Jesus.  Although Christ was a human descendant of King David, most Jews resisted Him.  Indeed, the Apostle Paul had done the same until his conversion (Galatians 1:13-14).  But since then, he could clearly see how Christ Jesus fulfilled the Old Testament promises (Romans 1:1-6).

And for those Israelites who were born again (some were in the church at Rome), their spiritual ancestry sometimes caused them to be legalistic rather than to rely on God's grace alone.  But Paul was deeply grieved that the vast majority of Jews, who had received so much from God, had wasted their privileges by not submitting to Jesus Christ.  So much that they claimed as being their identity, the Scriptures, worship and faith, was empty if Jesus Christ is not its focus.

Godly grief is a good thing.  Deep heartfelt concern for the salvation of others should be a normal part of each Christian's experience.  Paul goes one step further and follows Moses' cry to the Lord (Exodus 32:32) saying that if all Israel could be saved by him being sent to Hell, that would be his choice!  Of course, God does not work like that, but it shows the intensity of the Apostle's passion for the salvation of Israel.

Wasted opportunities are always a sad sight.  Yet many people litter their life's story with failure to take advantage of the promises of God (Numbers 32:10-13).  It is good to stop and ask the questions: what privileges have I received from God which I have despised; what opportunities have I been given which I have wasted; and do I share God's passion for the salvation of the lost?  Where we have been wrong, repentance is necessary; where we can change and obey, we should.  Where our prayer life has lost its passion, we should ask the Lord to reveal to us His passion and join Him in it.