What if Jews had been more active in preaching to others throughout history? Or is it better to have Judaism the way it is now, without preaching to others?
No they are not into that. To the contrary, they are using Judaism as a factor which legitimately distinguishes them from the rest of the world, with being Jewish automatically granting them rights that others do not have and deeming them entitled to do things others cannot do. (their grounds for being the privileged minority)
It's a way to unite around a declarable cause, however irrational it is, so that they can network in financial matters, law and all econo-political stuff one could think of.
Jews have always displayed this self-biased attitude and Karl Marx as a Jew, considered the Jewish question as one rooted in economic(a better choice of word would be capitalist) concerns than what Jews made it look like, that is, a religious&racial one (and always attaching the concept of freedom to them, regardless of its relevance).
I agree with this analysis.
I liked your question a lot. Since I agree with Karl Marx, based on what I'd written above, I think it's better not having any religion. Then every political agenda will no more have some cover under which to operate and people will start to think, actually.