The Jewish souls existed before G-d created anything else. G-d consulted with them about whether to create the world! We chose to descend to the world to do the work of refining it. We chose to do it, and therefore we deserve to be rewarded (reward is only for work that one had a choice to do, not for a slave who has no choice).
(See talk of the Lubavitcher Rebbe King Moshiach Shlita, Seitzei 5751 (1991))