Then when I look at Micah 2:2 But thou, Bethlehem Ephratah, though thou be little among the thousands of Judah, yet out of thee shall he come forth unto me that is to be ruler in Israel; whose goings forth have been from of old, from everlasting. 3 Therefore will he give them up, until the time that she which travaileth hath brought forth: then the remnant of his brethren shall return unto the children of Israel. 4 And he shall stand and feed in the strength of the Lord, in the majesty of the name of the Lord his God; and they shall abide: for now shall he be great unto the ends of the earth. 5 And this man shall be the peace, when the Assyrian shall come into our land: and when he shall tread in our palaces, then shall we raise against him seven shepherds, and eight principal men. 6 And they shall waste the land of Assyria with the sword, and the land of Nimrod in the entrances thereof: thus shall he deliver us from the Assyrian, when he cometh into our land, and when he treadeth within our borders.
It certainly sounds like they expected that the Messiah would free Israel from foreign rule and protect her from neighboring foes. This is what a king DOES, see.