This observation is not any different from that of the disciples (before they were filled with the Spirit), who also believed that that was the reason for Yeshua's coming. Hence they were extremely disappointed when He died and the prophecies pertaining to the Davidic Kingdom were not fulfilled. Therefore, after His resurrection, while standing on the Mount of Olives, they asked Yeshua again: "Is it at this time that you are going to restore the Kingdom to Israel?" (Acts 1:6) Up until that point the words of the prophets, as well as the angel Gabriel's words to Yeshua's mother on that issue, remained unfulfilled.
Notwithstanding, after Yeshua's last Passover Seder, He said something to His disciples which disclosed the secret of how the Father intended to accomplish and fulfill all that has been spoken through the mouths of His prophets of old, especially those relating to Messiah ben David.
John the disciple wrote down Yeshua's words, which are recorded in chapters 14 through 17 of his gospel. Yeshua explained to the disciples, in no uncertain terms, that He was going to prepare a place for them in His Father's house, and that He would then return and bring them to Himself, so that they would also be where He would be (ref verses 2-3). Yeshua then added: "And where I go you know, and the way you know." (John 14:4). Following these words Thomas raised the question: "Master, we do not know where You are going, and how can we know the way?" (John 14:5). It may be stated that Yeshua's answer to this question has become Christianity's theme scripture, but if taken out of context one will miss the reason as to why He responded the way He did: "I am the way, the truth, and the life. No one comes to the Father except through Me; if you had known Me, you would have known My Father also; and from now on you know Him and have seen Him" (John 14:6-7). This answer also stirred Philip to ask a question. It seems that Yeshua made comments that caused His listeners to wonder what He was actually talking about. Yeshua knew His disciples well and what they were thinking, as they still had in mind that they were following an earthly king who had come to set up what they understood to be the Davidic Kingdom.
Yeshua's answer to Philip's question will set the stage for understanding the coming of YHVH's Spirit and His/Yeshua's "Davidic" reign: "Have I been with you so long, and yet you have not known Me, Philip? He who has seen Me has seen the Father; so how can you say, 'Show us the Father'? Do you not believe that I am in the Father, and the Father in Me? The words that I speak to you I do not speak on My own authority; but the Father who dwells in Me does the works'" (John 14:9-10). The raising of Lazarus, for example, was "the work" of Yeshua, but was the work of His Father in response to Yeshua's prayer (ref. John 11:41).
If there was one thing that Yeshua was trying to get across to His followers, it was that His Father was in Him and He was in the Father (ref. John 10:38, 20; 17:21,23). The Father's life and His Spirit were in His Son, thus in essence they were one (ref. John 10:30). John, who seemed to have been the closest to Yeshua's heart, understood this relationship between YHVH and His Son. Yeshua making this fact even clearer in His prayer after the Seder: "that they all may be one, as You, Father, are in Me, and I in You; that they also may be one in Us, that the world may believe that You sent Me. And the glory which You gave Me I have given them, that they may be one just as We are one: I in them, and You in Me; that they may be made perfect in one" (John 17:21-23).