Following that exchange, Jesus goes into a lament for Jerusalem and how they have missed the opportunity to let God protect them and hold them. Sundays and Seasons explains the imagery in this way:
"Jesus’ desire to gather God’s people together in safety, love, and protection is reflected in the feminine image of a hen gathering her chicks under her wing. This motherly, passionate desire—rather than the resistance we or others may show toward it—lies at the heart of the gospel message in this text."
Jerusalem's inhabitants missed their chance to have a deep relationship with God. They followed their own timetable, rather than God's.