God’s Kingdom is not of this world. 

It would have been nice if when Jesus came to earth, He set up a perfect, flawless government system to keep us all in perfect peace–but He didn’t. That’s not why He came. He didn’t come to be a political figure. The Jews would have loved to see a Messiah that looked like a king, and brought a kingdom, and enforced it here on the earth. But that is not at all what Jesus did. When Jesus was arrested and brought to Pilate, he answered, “My kingdom is not of this world. If My kingdom were of this world, My servants would fight, so that I should not be delivered to the Jews; but now My kingdom is not from here.” John 18:36

He didn’t come up to set up a political power. But to unveil His spiritual power. And to rescue us from our sin.