Your question was, “Why does the power of God bring salvation to the Jews first?”
Before I answer your question let me give you what the Lord said about the Gentiles and who the promises were made to.
When God appeared unto Abraham he declared unto him that through him all nations would be blessed. What this means is we see the word nations meaning many and not just one. That one being Israel the nation but nations meaning all. So we see here the Gentles were included in God’s promise to Abraham.
Galatians 3:8 And the scripture, foreseeing that God would justify the heathen through faith, preached before the gospel unto Abraham, saying, In thee shall all nations be blessed. So then they which be of faith are blessed with faithful Abraham.
Secondly it is written, unto Abraham and his seed were the promises made, he did not say seeds as many but only one. That one was Jesus Christ.
Galatians 3:16 Now to Abraham and his seed were the promises made. He saith not, And to seeds, as of many; but as of one, And to thy seed, which is Christ.
So we see by these scriptures the Gentiles were to be part of God’s divine plan.
As to your question why did Jesus come to the Jews first was to fulfill his word.
Luke 17:25 But first must he suffer many things, and be rejected of this generation.
Then we read that God blinded the people of the Lord’s generation to prove them to jealousy as they had provoked him to jealousy. Giving them ears to hear but the heard not. Giving the eyes and they see not.
As the scriptures also declare.
Matthew 8:18 Having eyes, see ye not? and having ears, hear ye not?
Matthew 13:13 Therefore speak I to them in parables: because they seeing see not; and hearing they hear not, neither do they understand. And in them is fulfilled the prophecy of Esaias, which saith, By hearing you shall hear, and shall not understand; and seeing you shall see, and shall not perceive: (see comment for the rest)
