Jews were put in this world to refine our moral character by tempting us to do evil so that we can choose not to do evil but to refrain from evil and or do good instead
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I have wondered this myself.
Ironically, being "Chosen" has no logical entailments for how you should behave (ethics).
It's consistent to maintain that you are Chosen - i.e. you have a unique & divine status among all humankind - and also practise heinous evil shit.
Worse, being evil in the service of your Chosenness can become a "public good", a powerful and motivating force that gives meaning and purpose to your life.
This is Talmudic Judaism in a nutshell.
