The pagan gentiles were blind men stumbling about in their pagan temples, not even realizing that there was a way to be reconciled with God until the Apostles came with the Gospel. Gentiles, when presented with the fact of their sins and inevitable condemnation, immediately took hold of the Savior that was offered alongside the Law.
The Jews had the Torah for many centuries by the time Yeshua came to inaugurate the New Covenant that had been promised through Jeremiah at the midpoint between himself and Moses. Their familiarity with the Law and their pride at having been chosen above other nations led them to believe the Law was sufficient for all their spiritual needs. The gentiles had no such barrier to overcome, being presented with their guilt and salvation at the same time.
Romans 9:30-31