This passage, along with verses 8-9, gives a simple, clear, and graphic example of why hearing God's Word, believing it, and understanding God's sovereignty is important to practical applications in our life. This is why Jesus admonishes us to listen. The Jews certainly heard Jeremiah's voice proclaim God's warning, but it did not motivate them to act. They did not fear God's sovereignty over their lives. The direct result was disruption in society, the pain of warfare, and the captivity that followed. As almost any parent would say to his child in a similar situation, God is saying, "I told you not to do that. If you had listened to me, this would not have happened."
Why did they not listen? The words spoken by God's prophets carried no authority in their minds because they had no faith in God's sovereignty. If asked, these people would have asserted they believed in God. In reality, they had no faith that God was even anywhere around, that He had the power to do what He said, or that He cared enough for them to do it. They lacked living faith.
Why is it so important to listen to God's message? Because God's summons comes to those who listen to and believe the message, and through them His work is done. Notice John 6:29: "Jesus answered and said to them, 'This is the work of God, that you believe in Him whom He sent.'" God is working salvation in all the earth (Psalm 74:12), and He is doing it in and through those who believe the Son. Only those who believe the Son will willingly submit to God's sovereignty because they look to Him as their Ruler.