My 8-year-old son won't stop hectoring his 4-year-old sister. He becomes really annoyed at her "immature" behavior, her "slow" speed when getting ready for outings, and her not-so-unusual behavior at the table. I explain her behavior is appropriate for her age, but he is unconsolably jealous, especially when she doesn't fall asleep until after he does. What do you do to reason with a child that? We tell him that "all kids need different parenting?" But he doesn't believe it. He says my husband and I just aren't fair.
You hit the nail on the head when you said that your son is jealous. This is the issue. It is a problem with his feelings and not with his ideas. Giving him intellectual explanations and trying to reason with him are not going to get anywhere, as you have noticed.
He needs something for his heart and not for his head. He needs you to put your arm around his shoulders and say softly, "Hey. Don't you know that you are my first kid and the best boy in the whole world? And that we love you completely all the time? Don't you know how proud we are of you?" Then go out with him to get pizza--just you and him--and listen to everything he has to say about whatever is on his mind. Also, buy him a really nice grown-up gizmo that he can use to remember your special afternoon with him.