Jesus said "I am not sent but unto the lost sheep of the house of Israel" Matthew 15:24.
this resonate with Quranic concept, where Jesus is a prophet born with Miracles, but not accepted by Jews ( as it did fit their definition of Messiah) and they conspired in Crucifix ion process
below explanation ( from Quora make sense)
Jesus was Jewish, First and foremost, Jesus declared both indirectly and directly that he was the Messiah that the children of Israel had been waiting for. At that time, they thought that the Messiah would come and liberate them from the oppressive Roman occupation, ie a great military leader like Moses (leading them out of captivity from Eqypt or Joshua conquering the land of the Cannanites). Of course Jesus did not do that, instead his message was about spiritual liberation and not necessarily physical liberation.
The children of Israel were chosen by God to learn the ways of God and importantly to share this revelation of God with the rest of the nations in the world. This was what took place at Mt Sinai (ten commandments etc) around 1500BC. Even at that time God declared that he would turn their hearts of stone to flesh. He also declared that no matter what they did, he would regard them as his first love.
By the time Jesus came the children of Israel had forgotten the spiritual message of the Torah ( Genesis to Deuteronomy) and had replaced the word of God with their commentaries and interpretations; replacing the core message of love God and love one another with an elaborate and complex rules and regulations. They had lost their way.
Jesus, the promised Messiah, God incarnate had to come to his chosen children first. When he came they were lost sheep and he was their shepherd to bring them back, to a message of love (heart) not just following rules (head). God had promised (1500BC) on Mt Sinai that he would always go to the children of Israel first. It was their duty then to share their revelation with other nations.
Jews are no more chosen people because they broke the covenant by persecuting Jesus and Muslims also believe he will return and rule the world as a leader ( Jesus is a prophet and not can do any thing for salvation, it depends based one action and deeds; based on ones abilities