They believed in a Messiah that would overthrow the yoke of Rome and restore Israel to the Jews. A living, powerful Jesus fit the bill, but once he was dead, he no longer lived up to their expectations. (See Acts 1:6 - even after he was resurrected they still didn't quite get that world conquest wasn't what Jesus was all about.)
Then why were they following Him?
Mat 24:1 And Jesus went out, and departed from the temple: and his disciples came to [him] for to shew him the buildings of the temple.
Mat 24:2 And Jesus said unto them, See ye not all these things? verily I say unto you, There shall not be left here one stone upon another, that shall not be thrown down.