Why is Paul talking to the Romans about this at all?
Paul is talking to real people in a real congregation going through real life-stuff as a congregation.
Back around 41AD, the Emperor Claudius expelled the Jews from Rome. That included Jesus-believing Jews like Priscilla and Aquilla, who already had a mixed Jew-Gentile Christian congregation going in Rome (this expulsion is also why there were no Jews in Philippi when Paul visited that city). In 53AD, the new Emperor Nero permitted the Jews--including Priscilla and Aquilla--back into Rome. They went back to a congregation that had been all Gentile during their absence.
That is the setting for Paul's letter to them, a situation in which the Jews and Gentiles had to re-integrate into a cohesive congregation. That's why Paul speaks about the mechanism of salvation, first to the Jews so they understand the Gentiles are not second-class citizens, but have the same first-class ticket the Jews have because the ticket is not procedure or bloodline, but faith. Then later, Paul has to specifically address the Gentiles so that they understand they are not superior to the Jews, either.
The bottom line is that Paul is explaining to the Jews that by God's sovereign choice, He certainly can choose to bring Gentiles at that late date into the same salvation that the Jews have available, regardless of all the prior history He has with the Jews.
It's not Paul's point that God's sovereign choice can leave people out, Paul's point is that God's sovereign choice is to bring more people--the Gentiles--in.