Did Yisrael ask how Hashem loved them?
Radak: If you will ask, how did Hashem love them?
Malbim: They ask for proof that the love is for them themselves, and not due to their Avos.
Why does it say "ha'Lo Ach Esav l'Yakov"?
Radak: Both of them were sons of My beloved Yitzchak. I chose Yakov and his seed after him, even though they anger Me, and gave to them the land that He promised to Avraham and Yitzchak.
Malbim: Even though Hashem had prior love of Yisrael due to their Avos, His primary love is for them themselves, and not due to their Avos. If it were due to their Avos, also Esav would have a share in it!
How did Hashem show His love for Yakov?
Rashi citing Midrash Tehilim 5:1: He gave to them "Eretz Chemdah Tzvi Tziv'os Goyim" (Yirmeyahu 3:19) - a land that all legions of nations desire.
