Hebrews 8:9 not like the covenant that I made with their fathers on the day when I took them by the hand to bring them out of the land of Egypt. For they did not continue in my covenant, and so I showed no concern for them, declares the Lord.
The new covenant is not like the old covenant made at Mt. Sinai. It is a completely new and that is why Paul can say in Romans that believers are not under law but under grace. Israel was a chosen physical nation with many privileges and blessings, but it was not a spiritually redeemed nation as Paul points out in Romans 9:8. Since they did not continue in the old covenant, God showed no concern for them. [for more see first comment]
Focus on Christ #21