He never claimed that he was "king of the Jews." He said that his kingdom is not of this world.
I believe that prophesy said he would be called king of the Jews. The pharisees objected to the sign that proclaimed him to be the king of the Jews but Pilate dismissed their petition.
In Mark 15:2, Jesus confirms to Pilate that he is the King of the Jews, and says nothing further.
2 “Are you the king of the Jews?” asked Pilate.
“You have said so,” Jesus replied.