You are taking this out of context. The Jews were in the olive tree to begin with because they were the "natural branches" and not because they were all saved. Because of their unbelief and hard hearts God removed His gracious hand from them as a people overall and broke them off from His goodness (but only for a time after which they will be restored - Romans 11:24-26). We Gentiles have now been grafted into God's goodness and are the recipients of His blessings. Paul's warning is that we should not become arrogant because we might lose the goodness and blessings of God just like the Jews lost the goodness and blessings of God.No, Me and Paul:
20 they were broken off because of unbelief, and you stand by faith. Do not be arrogant, but tremble.
21For if God did not spare the natural branches, he will not spare you either.
22Consider therefore the kindness and sternness of God: sternness to those who fell, but kindness to you, provided that you continue in his kindness. Otherwise, you also will be cut off. - Romans 11:20-22
Continue in his kindness and you have nothing to fear. You will be in the safest place that exists.
Professing Christians who are Gentiles are corporately in outward covenant with Christ so, it would appear that Romans 11 is speaking about the question of collective ecclesiology and not individual soteriology. I see the warning to this collective body, which is corporately joined to Christ and is in a covenant relationship, but how could this mean that every individual in it is in saving union with Christ? Hence the "cut off." Union with Christ applies to the elect, and only for the elect are, "the gifts and the call of God are irrevocable." (verse 29) But since non-elect covenant members are mixed in, Christ clearly appears to have non-elect branches, like Judas Iscariot (John 15:1-8) and while they may be joined outwardly in covenant with Christ, since they have professed faith in Jesus, the faith of some of them is spurious because they were never truly saved to begin with, even though they were among genuine believers. (1 John 2:19).

