This nation survived for at least last 5000 years
The thing about Israel, Zionism, and the wider Jewish diaspora is exactly that it
hasn't.
The Israelite kingdom that the OP presumably would favour being included in the game, the one that was so important as the origin of the three Abrahamic religions, was remarkably short-lived, and there exists very little evidence for it outside of the Hebrew Bible. Being situated among the various superpowers of the ancient Middle East, it found itself invaded and conquered by the Egyptians, the Assyrians, the Babylonians, the Persians, the Macedonians and Romans.
There were a couple of intermittent Israelite states, notably the revolt of Judah Maccabee against the Seleucids, and the Hasmonean puppet state within the Roman Empire, but for most of its history Israel has not existed as an independent state. It changed hands between regional powers, Crusaders, and empires ending with the Ottomans, after whom it was passed to the British. This contributed directly to the large global Jewish diaspora, and informs many of their customs and traditions. The desire to have a homeland again led to the Zionism of the 19th and 20th centuries. But it was not until the founding of the modern Israeli state in 1948 that Israel existed as an independent country once more.
While the idea of continuity as regards any civ in this game is slightly complex, it certainly can't be applied straightforwardly between the Kingdom of David and modern Israel.
That's not to say it couldn't exist as a playable civ, but in light of the various political objections that would follow, it's very unlikely Firaxis will ever release one. There will almost certainly be a mod, as there was an excellent one for Civ V. Making Jerusalem a City-State is an elegant solution.
but in Civ we are about History and NOT politics and all great nations are in except them.
History and politics aren't quite so separable as you might think.