Malachi 1:2-3 says, "I have loved you, says the LORD. But you say, 'How have you loved us?' Is not Esau Jacob's brother? says the LORD. Yet I have loved Jacob but I have hated Esau; I have made his hill country a desolation and his heritage a desert for jackals."
Malachi tries to assure Israel of God's love by saying that he hates somebody else, namely, Jacob's brother Esau. Why? Matthew Henry offers a rather inadequate answer:
"Wherefore hast thou loved us? as if they did indeed own that he had loved them, but withal insinuate that there was a reason for it - that he loved them because their father Abraham had loved him, so that it was not a free love, but a love of debt, to which he replies, 'Was not Esau as near akin to Abraham as you are? Was he not Jacob's own brother, his elder brother? And therefore, if there were any right to a recompence for Abraham's love, Esau had it, and yet I hated Esau and loved Jacob.'"
For Henry, the Israelites believed that God only loved them for the sake of Abraham. "You only love me because of my father," Henry envisions them saying. "But you don't really love me." I can understand why Henry makes this interpretation, since he's trying to understand why the passage specifies that Esau was Jacob's brother. But I have three problems with Henry's claim. First, in Malachi 1:2, Israel questions God's love, and Henry's interpretation nullifies the need for her to do so. If the Israelites assumed that God loved them for the sake of Abraham, then they were at least acknowledging that God loved them. So why did they ask their question?
And I believe that they were questioning God's love for them. Throughout the Book of Malachi, Israel displays a smart-alecky skepticism. The Israelites often talk back to God and his prophet in arrogant disagreement. God tells Israel that she has despised his name, and she responds, "How have we despised your name?" (Malachi 1:6). Or check out Malachi 2:17: "You have wearied the LORD with your words. Yet you say, 'How have we wearied him?' By saying, 'All who do evil are good in the sight of the LORD, and he delights in them.' Or by asking, 'Where is the God of justice?'" Israel seemed to be disputing God's care for them, period, not saying that God's reason for his love was not good enough.
Second, there are times in the Hebrew Bible when God does love Israel for the sake of Abraham. In Genesis 22:16-18, God promises to bless Abraham's descendants because of his willingness to sacrifice his son in obedience to God. When the Israelites were in slavery to Egypt and cried out to God, God remembered his covenant with Abraham, Isaac, and Jacob (Exodus 2:24). In Exodus 32:13, Moses is pleading for Israel after the Golden Calf incident. God wants to wipe Israel off the face of the earth, but Moses reminds God of his promise to Abraham, Isaac, and Jacob. This (among other factors) influences God to relent from destroying her. Like later Judaism, the Hebrew Bible appeals to Israel's righteous ancestors as a justification for her blessing and survival.
And, third, Malachi himself appeals to an ancestor of the Israelites: Jacob. If Malachi disagrees with the idea that God loved Israel because of her righteous ancestor, then why does he mention her ancestor Jacob? He wants to show Israel that God loves her for herself and not because of one ancestor (Abraham), and he does so by referring to God's treatment of another one (Jacob)? That doesn't make much sense. Henry assumes that the Israelites of Malachi's day radically distinguished themselves from their ancestors, and I'm not sure if that's completely the case.
So what could Malachi 1:2-3 be saying? I don't think that Henry is totally off-base, for the reference to Esau as Jacob's brother is indeed significant. I think that the passage is saying this: "I (God) could have chosen Esau as the line of blessing, since he is your brother. But I chose you. And you can see the evidence of my love for you in Edom's destruction. Edom did you harm, O Israel, and I punished him. I'll fight for your honor, for I care about you."