Ustadh Nouman Ali Khan delves into Ayahs 93 to 95 of the magnificent Surah Al Baqarah.
In Ayat 93, "And (remember) when We took your covenant and We raised above you the Mount (saying), "Hold firmly to what We have given you and hear (Our Word). They said, "We have heard and disobeyed." And their hearts absorbed (the worship of) the calf because of their disbelief. Say: "Worst indeed is that which your faith enjoins on you if you are believers."
When Musa (AS) brought the Torah to the Bani Israel, they only chose to follow rulings as they pleased. This is when the angels lifted Mt. Sinai over their heads to warn them. Allah tells them to judge their faith by seeing the result of their Iman.
The Bani Israel claimed that Jannah is exclusively for them, and not anyone else. Allah SWT responds to this by saying that if they are certain that Jannah is for them, then they should wish for death. But they get terrified at the mention of death itself.
In Ayah 95, we gather that the people knew that if they had wished for death, Allah would have finished them off right away. They knew that they were just making excuses to not believe in the Prophet ﷺ, because they desired this world.