Do Christians really believe the Jewish are the chosen people? If so, why don't they just convert to Judaism?

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Judaism isn’t just a religion, God didn’t say that the Hebrew/Jewish faith was what he chose, but rather the Jewish people. Converts to Judaism face a long, hard road akin to emigrating to a new country and integrating into a new culture/society. At the end of that road, you can earn acceptance into Jewish society. It’s something anybody can do. But it’s not something everybody can do.

God gave the world another way to find and engage with Him that anybody and everybody can pursue. To love, accept His only begotten son as your Lord, and welcome Him into your heart.