Jesus also, that he might sanctify the people with his own blood, suffered outside the gate. Therefore, let us go forth to him outside the camp, bearing his reproach. For we have no continuing city here, but we seek one to come.
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"And I have other sheep that are not of this fold; those I must also bring,
and they shall hear my voice, and there shall be one flock and one Shepherd."
Jesus, in John 10:16
The first instance of "lost" in reference to humans is in Jeremiah 50:6: "My people hath been lost sheep." The theme of God's people being lost sheep is continued in the messages of the other prophets of ancient Israel, including this, from Ezekiel (34:15-16): "I will feed my flock, and I will cause them to lie down, saith the Lord God. I will seek that which was lost." Out of the seventeen times when "lost" is found in the Old Testament, there are only three used in reference to people, the two mentioned above and another in Ezekiel 34:4. But the important fact to be observed is that the people who were considered "lost" were God's people, not the heathen nations.
In the New Testament, "lost" is used sixteen times. Nine times, it refers to people. But again, to which people?
(1 & 2) The lost sheep of the house of Israel (Mt. 10:6; 15:24).
(3 & 4) Jesus has come to seek and to save that which is lost, as we saw in Ezekiel 34:15-16 above (Mt. 18:11; Lk. 19:10).
(5 & 6) The father's wayward son is lost and then found (Lk. 15:24, 32).
(7 & 8) Judas became lost (Jn. 17:12; 18:9)
(9) The gospel is hidden from those who are lost (2Cor. 4:3).
Only the last verse could possibly refer to anyone other than God's people. But considering that Paul was struggling against believing Jewish teachers who were perverting the true faith, this verse could have been intended by Paul as a reference to them. One fact is undeniable in these verses. The idea that sinners who belong to the world, the "goats" of many of Jesus' parables, are the "lost" and that the calling of the saints is to find and save them is non-biblical.
Generally, the Bible's position can be said to be this: Goats are not lost. Only the sheep are lost. Being in spiritual darkness, goats are where they belong. They are in their own "pasture", following their own shepherds, and feeding on the things they love. Jesus did not come to seek goats; he came to seek out his sheep, including those sheep which were not of the Jewish fold (Jn. 10:16).
An old preacher who helped my father as a young minister once said that sinners cannot be tempted; only believers can be tempted. By sinning, sinners are doing what is according to their nature; they do not need to be tempted in order for them to desire and to enjoy sin. Sheep, on the other hand, are never happy in sin, even before coming home to Christ. They may be lured into sin, but they are never comfortable in it. There is no scriptural support for the notion that before a person is converted to Christ, he is a goat and that when he is converted, he is transformed into a sheep. The sheep are sheep from the beginning, and they are never anything else. Likewise, the goats.
So, I ask again, "Who is lost?" The answer? God's sheep who have not yet found their way into the fold of Jesus Christ.