Yes, very puzzling. For Old Testament Israel faith and Law were inseparable and not mutually exclusive. Israel’s faith was ideally expressed through the Law. If Israel had kept the Law, there would have been no wrath and no need for redemption. It’s not that they would all have believed Jesus—there would have been no Jesus.
Jesus is sent to Israel only because the Jews were disobedient. Israel would have been a light to the nations, Gentiles would have come to Zion seeking truth and wisdom, some would have become proselytes.
But, as Paul argues in Romans, Israel did not keep the Law and probably could never have done so because Jews share the same sinful nature as Gentiles. The Law doesn’t change that—all it can do is condemn.