Luke 13:34 (NKJV)
O Jerusalem, Jerusalem, the one who kills the prophets and stones those who are sent to her! How often I wanted to gather your children together, as a hen gathers her brood under her wings, but you were not willing!
Here is Jesus praying and lamenting over the people of Jerusalem. He desired them to come to God as would be demonstrated by their acceptance of God's prophets. Sadly however, because of their freedom of will given by God, they rejected God and His prophets and Jesus too.
This is a mind boggling thought that the sovereign God would not achieve his desire but He has a higher, more important desire, and that is to allow man freedom to choose Him or not. The necessary consequence of this is the possibility of sin, wickedness, evil in the world. A coerced choice for God is no choice at all.
Joshua 24:15 (NKJV)
... choose for yourselves this day whom you will serve... But as for me and my house, we will serve the Lord.