The cry: “Hear Israel, the Lord is our God, the Lord is one,” is an expression of the direct connection between Israel and God.

“The Lord is my portion, says my soul; therefore I will await Him” (Lamentations 3:24). Rabbi Yitzhak said: To what can this matter be compared? It can be compared to a king who entered a foreign realm, and dukes, prefects, and military governors entered with him. Some of the realm’s residents chose a duke to rule over them, some chose a prefect, and some chose a military governor. One who was clever said: I choose only the king. Why? Because all of them will be replaced, and the king will not be replaced.

So too, when the Holy One, blessed be He, descended onto Sinai, many groups of angels descended with Him: Mikhael and his group and Gavriel and his group. Some of the nations of the world chose Mikhael for themselves, and some of them chose Gavriel for themselves, but Israel chose the Holy One, blessed be He, for themselves. They said: “The Lord is my portion, says my soul.” That is the meaning of: “Hear Israel, the Lord is our God, the Lord is one” (Deuteronomy 6:4). (Devarim Rabba 2)