It was later that Judah became under Roman rule. The Jews were able to live in their lands and worship in their temple, but they were controlled by Romans. This leads all the way to Jesus.
An important point to note is that when the Jews were under captivity and rule by these other nations, they received many prophecies about a messiah that would come from the line of David. That He would reclaim the throne in the Temple Mount. That we would be the savior for the Jews. This was their prophecy. This is exactly what they are still waiting on.
Though Jesus fulfilled all the prophecies, they did not recognize Him as the messiah foretold of. Because they were caught into their tradition and worldly knowledge, they lost the understanding of God and did not recognize Him when He came in the flesh. Ultimately in the end, crucifying Him, leading towards the end of Israel decades after the death & resurrection of Christ.
The Jews were looking for a personal savior for their people. They were looking for a king similar to King David. One that would bring them peace and prosperity again. The major risk they face is falling for the deception the devil ultimately will use against them. Finding a false god that fulfills their prophecy that the One True God already fulfilled thru Jesus.
This is an understanding of Judaism that must be understood. They have not found their prophesied Messiah yet. They are still waiting. When the abomination of desolation prophesied to arise arrives, many of the Jews will inevitably be deceived and accept him. After The Lord removes the church from the earth, it will all be about the 144,000 Jews that God comes back to save. They are His chosen people.