It's addressed to the Jews, specifically.
My writings interjected within Gill's Romans 9 Introduction, here,
in bold black.
While, speaking to the members of the church at Rome, many of whom were Jews, Paul showed them his heart of Christ, as Jesus had over Jerusalem and had wept there, to assure them that they were in his utmost interest, concern, and desire, even though, to much of his audience, to talk to them, "nothing was more disagreeable to them, than to talk of their rejection of God, and the calling of the Gentiles;",
however, that The Doctrines of Election and Reprobation are central to Paul's discussion, which he repeatedly uses to teach them, from their own Old Testament.
Bare with me, Gill just lays things out and talks plainer than me;
Gill's Exposition
INTRODUCTION TO Romans 9
After speaking of Justification and Sanctification, in Romans 8, Paul proceeds to treat of Predestination AND Election the source and spring of all the blessings of Grace; he observes how this Distinguishing Act of God's Sovereign Will has taken place, both among Jews and Gentiles.
"The apostle having discoursed of Justification and Sanctification, and of the privileges of justified and sanctified ones,
proceeds to treat of Predestination, the source and spring of all the blessings of Grace; and to observe how this Distinguishing Act of God's Sovereign Will has taken place, both among Jews and Gentiles;
"in treating of which, he knew he should go contrary to the sense of his countrymen the Jews, who have a notion that all Israel shall have a part in, or inherit the world to come (q): and that the Gentiles will be forever miserable;
"and nothing was more disagreeable to them, than to talk of their rejection of God, and the calling of the Gentiles;"
"wherefore that it might be manifest, that it was not out of pique and ill will to them, that the apostle said the things hereafter related; he expresses the most cordial affection to them imaginable, and which he introduces in
Romans 9:1, by way of appeal to Christ, who knew the truth of what he was about to say, and who could, together with the Spirit of God and his own conscience, testify for him that it was no lie: the thing he appeals for the truth of, is in
Romans 9:2,
"that the salvation of the Jews lay near his heart; that it was no pleasure to him to think or speak of their rejection, but was what gave him continual pain and uneasiness: and his great desire for their good is expressed in a very strong and uncommon manner,
Romans 9:3,
"the reasons of it are partly the relation they stood in to him, being his brethren and kinsmen; and partly the many privileges they had been favoured with of God; an enumeration of which is given,
Romans 9:4,
"and foreseeing an objection, he prevents it, which might be made, that if the Jews were cast off, the promise of God to that people that he would be their God, would become void, and the preaching the Gospel of Christ to them of no effect;"
Election and Reprobation shown, by distinguishing between Israel and Israel, or the Elect of God among them, and those that were not;
"to which he answers by distinguishing between Israel and Israel, or the elect of God among them, and those that were not;"
"wherefore though the latter were rejected according to the purpose of God, the promise and preaching of the word had their effect in the former, Romans 9:6,"
"and that there was such a distinction, he proves from the two sons of Abraham, Isaac and Ishmael, who were both Abraham's seed;"
Election and Reprobation shown by the two sons of Abraham, Isaac and Ishmael, one was a child of promise, and the other a child of the flesh;
"yet one was a child of promise, and the other a child of the flesh, and
were emblematical of the children of the promise, and the children of the flesh among that people;
Romans 9:7,"
Election and Reprobation shown by Jacob and Esau, where one was in the favour of God, and the other not;
"and further confirms this by the instance of Jacob and Esau, who were born of the same parents, and were twins; and yet one was in the favour of God, and the other not;"
"and that this was owing not to works, but to the sovereign Will of God in Election, he proves by observing that this was before good or evil were done by either of them,
Romans 9:11,"
"and that this was notified to Rebekah before,
Romans 9:12, as appears from a passage in
Genesis 25:23,"
"and by another passage in
Malachi 1:2, which is cited,
Romans 9:13,"
Election and Reprobation shown proving both Election and Reprobation, as being not of the works of men, but of the Will of God;
"then an objection is started, Romans 9:14,
that if God loves one, and hates another, both being in equal circumstances, as Jacob and Esau were, he must be guilty of unrighteousness;"
"which he answers and removes,
first by a detestation of such a charge against God,"
"and
then by producing testimonies out of the books of Moses, proving both Election and Reprobation, as being not of the works of men, but of the will of God;"
Election;
"the former of these he proves,
Romans 9:15, from
Exodus 33:19,
by which it appears, that the choice of men to salvation is not according to the will of man, but according to the grace and love of God, Romans 9:16,"
and Reprobation;
"the latter he proves by the case of Pharaoh, Romans 9:17, and the Scripture relating to that, Exodus 9:16, and from both testimonies concludes, Romans 9:18."