Well...that is what He said. So why would I not believe it? They obviously did not want His love or life, they just wanted to 'do things'. He wanted their love and to live in them, but they would not believe. Before He makes that statement He 'qualifies' it with the statement before.
"Not everyone who says to me, ‘Lord, Lord,’ will enter the kingdom of heaven, but the one who does the will of my Father who is in heaven."
What is the will of the Father?
1 Th 4:3-8 "For this is the will of God, your sanctification: that you abstain from sexual immorality; 4 that each one of you know how to control his own body in holiness and honor, 5 not in the passion of lust like the Gentiles who do not know God; 6 that no one transgress and wrong his brother in this matter, because the Lord is an avenger in all these things, as we told you beforehand and solemnly warned you. 7 For God has not called us for impurity, but in holiness. 8 Therefore whoever disregards this, disregards not man but God, who gives his Holy Spirit to you."
Interestingly enough, the will of God is for man to not sin. That is why He sent His Spirit into our lives to train us in the way of holiness. But the person who disregards the fact that His will is for us to not sin, disregards not man, but the Spirit of God who is the one who is to teach us not to sin.
Therefore, He will say to those who do not 'believe' that we are to not sin, "I never knew you", because they try and 'do things' to be accepted, but outwardly (because of the inward lack of the Spirit) they work "lawlessness".
Why does He tell the ones that He offered love to, and even some that He did 'know' at least a little, "I never knew you"? That is a heart breaking thought. It really is. But it has been explained before by Ezekiel.
Eze 18:21-29 "But if a wicked person turns away from all his sins that he has committed and keeps all my statutes and does what is just and right, he shall surely live; he shall not die. 22 None of the transgressions that he has committed shall be remembered against him; for the righteousness that he has done he shall live. 23 Have I any pleasure in the death of the wicked, declares the Lord God, and not rather that he should turn from his way and live? 24 But when a righteous person turns away from his righteousness and does injustice and does the same abominations that the wicked person does, shall he live? None of the righteous deeds that he has done shall be remembered; for the treachery of which he is guilty and the sin he has committed, for them he shall die.
25 “Yet you say, ‘The way of the Lord is not just.’ Hear now, O house of Israel: Is my way not just? Is it not your ways that are not just? 26 When a righteous person turns away from his righteousness and does injustice, he shall die for it; for the injustice that he has done he shall die. 27 Again, when a wicked person turns away from the wickedness he has committed and does what is just and right, he shall save his life. 28 Because he considered and turned away from all the transgressions that he had committed, he shall surely live; he shall not die. 29 Yet the house of Israel says, ‘The way of the Lord is not just.’ O house of Israel, are my ways not just? Is it not your ways that are not just? "
Hebrews explains it like this;
Heb 6:4-6 "For it is impossible to restore again to repentance those who have once been enlightened, who have tasted the heavenly gift, and have shared in the Holy Spirit, 5 and have tasted the goodness of the word of God and the powers of the age to come, 6 if they then fall away, since they are crucifying once again the Son of God to their own harm and holding him up to contempt."
See, those who turn away from God, even after receiving His love and forgiveness, put Him to an 'open shame'. Their belief in Christ becomes denial. Jesus said this concerning those who deny Him;
Mt 10:32-33 "So everyone who acknowledges me before men, I also will acknowledge before my Father who is in heaven, 33 but whoever denies me before men, I also will deny before my Father who is in heaven."
He will say this to them because #1, they never received the love of the truth. #2 those who have and turned it aside, which when they do they hold Christ to an "open shame" which is to "publicly profess" that Christ is not the only way, their once held faith will turn into nothingness and their remembrance in His book will be blotted out. It will be as if He never knew them. He will deny them.