ESV Reformation Study Bible – John 8:33
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John 8:33

8:33 We . . . have never been enslaved. The Jews had been enslaved in Egypt and later were ruled by the Philistines, the Assyrians, and others. Since they could hardly deny this, they were probably saying that they had been a nation under God since the Exodus, no matter what else had happened to them. It is also possible that they were speaking about the time of the Romans, when they had certain liberties, including official recognition as a religion.