For me, to be born in sin, is to be born NOT in Christ, because sin separates man from God. And to be born NOT in Christ is to be born lost. This is against the teaching of Jesus Christ in the parables of the lost sheep, lost coin, and lost son.
Before the sheep got lost, it was in the sheepfold under the care of its shepherd.
Before the coin was lost, it was with its owner.
Before the son went lost, he was at home with his father.
So with us. We were born NOT lost. But we all sinned. That is why we are admonished to repent. Luke 13:3, 5.
I think that you are confused about when Jesus came?
There were the Jews who were called the children of God.
They had to do certain works themselves, just to clean themselves and make themselves right and clean and justified, just to go to the temple to worship God, for that is where God's Spirit was.
However, God did not like it that all Jews could do that and be called the children of God.
God did not like it that a Jew could sin, give a sin offering, and not really be sorry for their sins.
God said He was going to make a New Covenant.
The old covenant was based on those ceremonial works; the old law was NOT based on faith.
When Jesus came to earth, God cut off all the Jews who did not ALREADY belong to Him by faith.
Those Jews who did not ALREADY belong to God by faith, God cut them off and bound them over to the same place as the disobedient Gentiles.
The Jews who did belong to God by faith, they are called the lost sheep of Israel.
Jesus came first for them, for they already belonged to God by faith.
They still had to obey God though, and that is why they had to repent of their sins before Jesus would come to them.
That is why they were baptized by John the baptizer.
Jesus said they were God's and that God gave them to him.
Jesus also said that when he is crucified, then all can come to him to be saved; that means the Jews who were cut off and hardened could come to him to be saved AFTER he was crucified.
Anyone can become a sheep, if they change and do what Jesus says to be saved.