They didn't understand that first the Messiah must die for their sins, then return to be their king. Jesus told them they search the Scriptures in error. The Apostle Paul got straightened out when Jesus appeared to him. There are many Jews who get it.
In Fact.........Jesus came to earth as the Son of God to save Biblical Israel first and foremost. Confirmation of the first gentile family to be offered salvation under the terms of the N.T. covenant did not take place until a decade after the death of Jesus Christ. (Acts 10).
As Paul stated......salvation was first offered to a faithful remnant of Jews loyal to the Word of God. Paul declared, "I am not ashamed of the gospel of Christ, for it is the power of God unto salvation........to everyone who believeth, to the Jew first." -- Romans 1:16
Jesus declared His mission was to the Jews first, in order to fulfill prophecy. Salvation would begin in "Jerusalem" -- Luke 24:47
The gentiles were adopted sons of Abraham....... in order to make the Jews jealous. -- Romans 11:11. Today there is neither Jew nor Gentile, male nor female, bond nor free.......all are one, once baptized into Christ, all become Sons of Abraham and heirs to the promise -- Gal. 3:28-29
(Romans 11:1-24). Paul stated that as far as the gospel of Christ was concerned the brotherhood should consider the orthodox Jew enemies of the gospel, but they sill should be respected because of the historical lineage that has brought us the Son of God and salvation.
Paul stated that it would be easy to graft the natural branch (the Jew) back unto the olive vine, all it requires is a belief/faith in the gospel of Christ. The Jew has not been cast away, as Paul presents himself of evidence to that fact ........Paul declared that God has reserved 7 thousand loyal Jews who have not bent a knee to Baal......just as in the O.T. prophecy, in Paul's time God has reserved a remnant of loyal Jews to be saved. (Roman 11:5) having been elected, not because of works but rather by the Grace of God.
If the Jews eyes of slumber are opened to the Gospel Truth.......it would be easy to graft them back unto the natural olive branch (Romans 11:24)
There is only one method to find a path that leads unto God. "I am the way, the truth, the light.........no one comes to the Father except through Me........" -- John 14:6