Aren't Christians who are not Jewish bothered that the Son of God was Jewish?

Christians promote and proselytize and some of them pray for the Jews to someday change their minds and join in their faith. But looking at it in a much wider perspective, sometimes I wonder why people and not just Christians, do not seem to mind that God picked from that part of the world and from that particular group someone to be His chosen one? Why not from Japan or India or Norway? And why is it that Christians at some point in history or even today critical of the Jews for not believing when it’s their ancestors who were there and knew better what happened?