Paul says it himself - Israel was natural, fleshly branches.

They were rejected because of unbelief.

Those who come to Christ in faith are born of His HolySpirit who is eternal and immutable.
So, his warning comes from the basis of flesh and and not Spirit.

To clarify, the HolySpirit has not rejected Israel, they rejected Him in Christ Jesus.
The HolySpirit has not received gentiles, they have received Him InChrist Jesus.