In this passage, Jesus draws themes from the prophets comparing the people to infamous enemy states: Sodom, Tyre, and Sidon. As evil as these states were, they all received a fair hearing from the Lord—as well as fair warning!
Jesus here faults the people because He has done far more among them than was offered to their enemies. Hardening of the heart, becoming no longer able to receive correction, is a serious danger for us, as well.
Romans 10:1–3Brothers, my heart’s desire and prayer to God for them is that they may be saved. For I bear them witness that they have a zeal for God, but not according to knowledge. For, being ignorant of the righteousness of God, and seeking to establish their own, they did not submit to God’s righteousness.