Not were, are! Formally speaking, Jews are still waiting for the Messiah. The third paragraph of the Aleinu prayer, for example, is a prayer asking for the coming of the Messiah (without ever mentioning the word!), and this is the prayer at the end of every single Jewish service. Belief in the coming of the Messiah is at its strongest when it seems that only a miracle can save people. 2000 years ago, the Roman Imperial forces occupied the Jewish lands, and it was not a comfortable occupation. Hundreds were crucified for suspected rebellion, and the situation was bad enough to inspire massive rebellions. Several people were proclaimed to be the Messiah during the Roman occupation -- the final Messianic claimant of that era, Simon Bar Kochba, raised an army and drove Rome out for several years.