We are easily amazed by things but what amazed Jesus, Son of the Living God?
Twice the Scriptures describe Him as being amazed. In Matthew 8:10-13 Jesus is amazed at the incredible faith of a Gentile. And in Mark 6:6, in Nazareth, Jesus was amazed at the lack of faith of his own countrymen and home townspeople. It is a paradox that the religious people of the day, who had the Scriptures, would lack faith, while the Gentiles should demonstrate faith.
Jesus lays out a paradox of his own. The religious, who would expect to participate in the heavenly banquet, were kicked out. But the foreigners were allowed in. The simple lesson is that Jesus respects faith, not ethnicity, background, religiosity, tradition, or other truly external things.