As for being chosen, that is one great misconception. Anyone who believes he found the true path to eternity will therefore come to the conclusion that everyone else is wrong. That is why other religions always try to force or convince the world to join.
We never did that, for the simple reason that we look at it very differently. We were chosen to be Hashem’s servants. Technically, anyone who feels that it is a good thing can join. If not, how can they be insulted for not being included in something they don’t want. It’s like Esav complaining about the Bechora being taken, although he didn’t want it.