(5) Jethro (priest of Midian), Moses’ father-in-law, brought Moses’ sons and wife to him into the desert, where he was encamped at the mountain of God.
(1) אל המדבר INTO THE DESERT — Indeed we know that they were in the wilderness, and it appears unnecessary to state that Jethro came to Moses there. But by stressing this Scripture is speaking in praise of Jethro: that he was living amidst all the splendour that the world could provide, and nevertheless his heart prompted him to go forth into the desert, a waste place (Mekhilta d'Rabbi Yishmael 18:5:2), to hearken to the words of the Torah.
(11) Now I know that the LORD is greater than all gods, yes, by the result of their very schemes against [the people].”
מכל האלהים [GREATER] THAN ALL THE GODS — This tells us that he had a full knowledge of every idol in the world — that he left no idol unworshipped by him (seeker of truth, righteousness and honour) (Mekhilta d'Rabbi Yishmael 18:11:1).
(14) But when Moses’ father-in-law saw how much he had to do for the people, he said, “What is this thing that you are doing to the people? Why do you act alone, while all the people stand about you from morning until evening?”
וישב משה וגו׳ ויעמד העם MOSES SAT … AND THE PEOPLE STOOD He was sitting like a king and they all stood, and the thing was distasteful to Jethro in that he made light of the respect due to Israel. He therefore reproved him for this, as it is said (v. 14) “Why do you alone sit, and they all stand! (Mekhilta d'Rabbi Yishmael 18:14)
Jethro was moved by the story of God and Moses and the Exodus. He viewed it is a righteous community with an upright God that he wanted to connect to.
Rabbeinu Bahya taught that "Abraham wore at this throat a jewel-pendant that had the power to heal the sick. This, write Bahya, represents the healing virtue of language in Abraham's throat: his narratives brought people close to God.
Moses, likewise, told Jethro a story of God's power and goodness that moved him to adhere to the Israelite faith. This is the man, Bahya says, that left his community behind to enter under the wings of the Shechina." (page 254)
(24) So the LORD said to him, “Go down, and come back together with Aaron; but let not the priests or the people break through to come up to the LORD (like moths to the flame - of idolatry), lest He break out against them.”
(15) All the people witnessed the thunder and lightning, the blare of the horn and the mountain smoking; and when the people saw it, they fell back and stood at a distance. (16) “You speak to us,” they said to Moses, “and we will obey; but let not God speak to us (through the kavod), lest we die.”
Perhaps this is the foundational and sustaining equation of Judaism. Neither will you be objectified, likewise neither shall you be able to objectify.
(12) From where (me-ayin) can wisdom (torah, God) be found; Where is the source of understanding? (13) No man can set a value on it; It cannot be found in the land of the living. (14) The deep says, “It is not in me”; The sea says, “I do not have it.” (15) It cannot be bartered for gold; Silver cannot be paid out as its price. (16) The finest gold of Ophir cannot be weighed against it, Nor precious onyx, nor sapphire.
It's "no" "thing".
That's why you want it, and that's why you can't have it.
Spiritual fulfilment will always be about the journey rather than the destination.
Jethro understands this, and at the same time he doesn't.