Being chosen is a distant second to being the chooser, but it is still better than being completely ignored. The only thing worse is to be chosen and then un-chosen. Any kid on the playground can attest to it, and big kids being drafted to professional sports can too. You want to be selected first, but if that doesn't happen you just want your name to be called. But what happens if the chooser chooses you, but then suddenly says, "I meant the one next to you." That's devastating.
St. Paul has been arguing that God is the chooser, and that he has chosen you in baptism. He chose the unrighteous (the old you) in order to make you righteous (the new you) simply because he chose you. He sent a preacher to choose you in baptism, to take you away from sin and death and give you forgiveness and life. That's his choice for you. But now comes Romans 9 along with the questions: "Didn't he choose others first? What about the Israelites?"
Just how choosy is God? Has he turned his back on his "chosen people" because they rejected Jesus? If so, will he not just choose the best Christians and un-choose the rest? Can God just choose to ignore his previous choosing? No. God is faithful to his promise. Each one. Every choice. Always keeping his promise.