Evidently, you have a different version of Romans 9 than I have. Mine reads, "...for though the twins were not yet born, and had not done anything good or bad, in order that God's purpose according to His choice might stand, not because of works, but because of Him who calls, it was said to her'The older will serve the younger.' Just as it is written, 'Jacob I loved, but Esau I hated.'" Hmmm.
No, mine is the same Scripture. But it seems you are looking at it from a human viewpoint, whereas one should look at the context from The Omniscient God's point of view, standing outside of time.
Through foreknowledge, The Father of The Lord Jesus Christ knew that Esau was going to choose a life that would not involve repentance from dead works, nor committed trust in Him.
The God did not predestine Esau to Sheol. But Esau selected that destination for himself, and thus disappointed Elohim. Jacob did not. Jacob feared and trusted The God, a choice God also foreknew, before either twin was born, and for which His Son, The Lamb of Calvary, was predestined to be slain from the foundation of the world, because of Adam's and Eve's sinfulness (which was inherited by all their progeny).
In the text you quoted from Paul's letter to the Romans, the verb "to love" is ἀγαπάω (ah-gah-pah-oh), whose meaning is "to sovereignly prefer one above self and others." When The God said this, He clearly meant that He preferred fellowship with and was pleased with Jacob and not with Esau who disappointed Him, because of the choices they were going to make and behaviors they were going to exhibit, based on trusting or not trusting, of choosing to love or not love, The God, Whose Begotten Son was to died for both of these twins, but which Sacrifice accepted by only one of the twins.
"Follow peace with all men, and holiness, without which no man shall see the Lord:
Looking diligently lest any man fail of the grace of God; lest any root of bitterness springing up trouble you, and thereby many be defiled;
Lest there be any fornicator, or profane person, as Esau, who for one morsel of meat sold his birthright.
For ye know how that afterward, when he would have inherited the blessing, he was rejected: for he found no place of repentance, though he sought it carefully with tears" (Heb 12:14-17 AV).
In fact, the following chapter, Romans 10 deals exclusively with righteousmess and salvation through faith alone (sole fide) based on The Faith delivered by Jesus to His disciples, through His Word spoken to them, which they were to repeat, teach, and write without change (sola Scriptura) to others who would come after. So the Scripture to which you and I have access is the same, but our understanding of the meaning of it apparently is not.