Israel was expecting the Messiah to come as King. But they didn't understand the prophecies that the Messiah would first come and give his life. The purpose of the first coming was to free man from sin. The eternal reign of the Messiah is a future prophecy to be fulfilled. Israel has been percecuted because of the wickedness of man.
Couple of points here...
The word 'Messiah' translates to "anointed one", and generally refers to kings. Note the plural. There are lots of Messiahs within the OT. For example, the OT refers to Cyrus of Persia as an 'anointed one' who delivered the Hebrews from exile at the hands of the Babylonians.
Isaiah 45:1 Thus saith the LORD to his anointed, to Cyrus, whose right hand I have holden, to subdue nations before him
Additional passages within the OT suggest that Messiahs would be human beings, as opposed to god-men.
Judaism suggests that man can achieve salvation through his own efforts (works) without the intervention of the 'sacrifice' of a proxy, and that even non-Jews are eligible for salvation.