We love being different and apart when we feel good about ourselves. We revel in being chosen when we are proud of being chosen. However, we are uncomfortable when closeness and exclusivity become exclusionary. Privilege is wonderful when it does not restrict or exclude. However, that is not the true meaning of privilege.
Privilege is synonymous with responsibility, and responsibility is restrictive.
The Jew is privileged and therefore more restricted and responsible. The Kohen is privileged and therefore more restricted and responsible. The Jew cannot marry the non-Jew and the Kohen cannot marry the Zonah or convert. That does not mean that either the Zonah o the convert is bad. That depends on their personal character and relationship with G-d, which for the most part is none of our business.