"Again, we say, what an illustration and exemplification of Romans 9:15!-"I will have mercy on whom I will have mercy, and I will have compassion on whom I will have compassion."
God is Sovereign in the exercise of His love. Ah! that is a hard saying, who then can receive it? It is written, "A man can receive nothing, except it be given him from Heaven" (John 3:27). When we say that God is Sovereign in the exercise of His love, we mean that He loves whom He chooses. God does not love everybody; if He did, He would love the Devil. Why does not God love the Devil? Because there is nothing in him to love; because there is nothing in him to attract the heart of God. Nor is there anything to attract God's love in any of the fallen sons of Adam, for all of them are, by nature, "children of wrath" (Eph. 2:3).
If then there is nothing in any member of the human race to attract God's love, and if, notwithstanding, He does love some, then it necessarily follows that the cause of His love must be found in Himself, which is only another way of saying that the exercise of God's love towards the fallen sons of men is according to His own good pleasure."
A. W. Pink
"The Sovereignty of God"