Someone asked; We are all one, but why?
All existence is one. There is only one existence. All people are one, one family since we are all descendants of Adam and Eve. So why bother saying that all Jews are one? It's obvious.
All is one, but there are also many different levels of closeness within that one.
For instance, you and your immediate family are one…one family. Because of this you feel a closeness to your immediate family that you do not feel with your friend's immediate family. At each level, or perspective, you can say they, or that, are one... one nation, one race, one religion, and on and on.
But the relationship of the Jewish people to one another is not the same as the relationship of, for instance the Chinese people, or the Indian people, or any other people. Jews are all descendants of Abraham and Sarah. As such, we are a family, but we are even closer than just an extended family.
For instance, when the Jews in the wilderness made an idol the punishment for that sin should have been so great that it would have wiped out the entire Jewish people. Instead of destroying the Jewish people, Hashem apportioned that punishment. He spread it out to the entire Jewish people little by little over all future generations. The Jewish people are not merely an extended family; we are accountable before Hashem as a single body.
Even though all people are one, when one person sins his sins only come against him, and not against someone he doesn't even know. But when a Jew sins (G-d forbid) all Jews are embarrassed by that sin. And likewise, as the Redemption happens, all Jews will come home to Israel and all Jews will live an exalted life just because each one of us is a Jew.
The world too knows that we are one. When Hashem needs volunteers to do something to the Jewish people He calls out, "Who wants to punish a Jew?" and oh so many non Jews quickly raise their hands… and Hashem sends them on their mission. They do not care which Jew they punish, as long as he or she is a Jew, we are included. When Hashem calls out, "Who wants to give a wonderful reward to a Jew?" a much smaller number of non Jews quickly raise their hands... and Hashem gives them wondrous gifts to give to any Jew they meet. Each person chooses his or her role in life.
Hashem uses angels to reward the good that people do, and He uses angels to punish the evil that people do. You get to choose to be which kind of angel you want to be.