Whether for good or evil, chosen means separate from everyone else. That's how they get their power, by keeping internal cohesion via the external threat (even if it's made up), and tricking many of their enemies into thinking they're divine. God didn't choose the jews, the jews invented a "god" that chose them. They just rewrote older stories and recast the characters as jews. Then through dynastic politics in the empire that almost wiped them out, their religion got forced on everyone else. That's it.