Paul has shown us that all of humanity in general are sinners. He has shown us that even the moral people who see sin as wrong are still sinners. Now he zeros in on his people, the Jews. (Today we could include cultural Christians and a lot of “religious” people from a lot of backgrounds in this category.) Turns out, they are sinners too, and they are the worst of the lot it seems.
Humanity stands condemned for knowing in their heart of hearts that there is a creator to whom we all owe allegiance and praise, but for whom we only have contempt. The people who know there is a God because He has revealed Himself to them specially and directly—they are in huge trouble. The problem is that the Jews (and some “Christians” today) felt that they were special because God had chosen to speak to them. They missed the entire point of the message He had delivered. They were not special, they simply had a special opportunity to see the problem and turn back to God for forgiveness.
The biggest problem Christianity faces today in accomplishing its task of telling the world about God, are these supposed Christians who have missed the point. Every hypocrite who makes God and His followers look bad by thinking they are special or better than the rest of the sinful world are engaging in the most basic of sins: pride.
So now we see three classes of people who have a problem and need God to provide a solution: heathen hedonistic types, moral judgmental types, and hypocritical religious types. They’re all in the same boat.