You may have left Egypt, but how many of the adults of Israel that left Egypt ever made it into The Promised Land? Just two, Joshua and Caleb. And how long did it take the people of Israel to make that relatively short journey? Forty years. You may have made it out of Egypt, but not yet into The Promised Land.
You have no idea. The 40 years was important, G-d had a special purpose for that, it was not a bad thing. And yes, I have recieved the promise, I have joined with my people at Sinai, heard the voice of G-d and saw no form. I join with my forefathers in their experience at Sinai and judge all potential revelations per Deut 13 and 18. Jesus fails both tests. Were are still in the galut (exile) but we hear the footsteps of mashiach. It wont be long now and when he arrives, his name will not be Jesus or any version of that name...that is a certainty.