From It Is Forever (#R12)
Q: Why were such great personalities, like Onkelus, born gentiles, wouldn't they have been greater if they had been born Jews?
A: You could ask why wasn't Avraham Avinu born a Jew? Avraham was born a ben Noach, not a Jew. The answer is it was his test and he passed the test and that's what made Avraham great.
It was the ten tests that Avraham passed that made him great. The great people who came to us from the outside, who came under the wings of the Shechina (Divine Presence), are especially beloved because of that.
It was his test and he passed the test
In the Torah there's a special mitzvah to love a ger (convert), as the Rambam says “ahavas hager, sh’ba v’nichnas tachas kanfei hashechinah — he came and entered under the wings of the Shechinah.”What's the Rambam telling us? What a ger is? We know what a ger is! The Rambam is telling us why it's a special mitzvah to love a ger: He came of his own, and that's what made Onkelus so great.
Onkelus had so many obstacles, he was born in a royal house. He was a nephew of the Domitian, Domitian the wicked man who was even a rasha in the eyes of his fellow Romans; surely he was an enemy of the Jews. And nevertheless Onkelus persisted in his ways. For him it was a benefit that he was given the opportunity of breaking through barriers and coming under the kanfei hashchinah.