"They that observe lying vanities forsake their own mercy." LXX: 'those that keep mistaken vanities lose their mercy'. By nature God is merciful and ready by his mildness to save those whom he can't save by justice. But because of our vices we lose the mercy which is reserved for us and is offered to us. Jonah did not say, "those who make vanities", for "vanity of vanities, all is vanity" [Eccl. 1:1], not to have an air of condemning everyone, and of refusing mercy to all mankind, but "those who keep vanities" or the lie "those who have come to love their heart" [Ps. 72:7], who are not happy with doing, but who keep their vanities as if they cherished them, thinking they have found some kind of treasure. Note too the greatness of the prophet's spirit: at the bottom of the sea, surrounded by an eternal night in the intestines of a great beast he is not thoughtful of his danger, but philosophises on the question of nature. "they will lose" he says "their mercy". Although mercy is offended and we can understand that it is God Himself: for "God is merciful and good, patient and full of pity" [Ps. 144:8], yet mercy does not abandon those who keep their vanities, she does not curse them, but waits for them to return, while they intentionally abandon the mercy which is before them, offered to them. This can also be prophesised for the Lord on the subject of the infidelity of the Jews, who think themselves to observe the precepts of mankind [Mk. 7:7] and the commandments of the Pharisees, this is vanity and a lie, and they have abandoned God who always had pity for them.
When my soul was fainting within me, I remembered the Lord; and let my prayer come to you, into your holy temple. For those who wish to be well-pleasing, toil is not without profit, nor would affliction be considered burdensome. And the blessed David will bear witness, saying, "In my affliction I called upon the Lord;" and another of the holy prophets, "O Lord, in affliction we remembered you." And it seemed very fitting to the divine Paul to accept and praise affliction, that is, the affliction that happens for the sake of virtue. For he said, "Because affliction produces endurance, and endurance produces character, and character produces hope, and hope does not put to shame." So then, as the Prophet's soul was fainting, that is, enduring the toil that leads to danger and to the last extremities, something profitable was again being done. For not, as some, having immediately slipped into despondency, did he make a denunciation of the divine judgments, but he remembered the one who saves. For he cried out to him, he thirsted for help, not ignorant of his gentleness and the preeminence of his strength, he made his supplications to him, begging that his own life be delivered from death and corruption.
When a person has completely abandoned the world, it seems to one that one is living in a remote desert, full of wild beasts. One is filled with unutterable fear and indescribable trembling, and cries to God like Jonah from the whale, from the sea of this life, or like Daniel from the pit of the lions and the fierce passions, or like the three children from the burning furnace and the flames of innate desire, or like Manasseh from the brazen statue of this earthly mortal body. The Lord hears that person and delivers him from the abyss of ignorance and love of this world, just like the prophet who came out of the whale, never to go back again.
[AD 420] Jerome on Jonah 2:8