I have no doubt that He wants the scourge of abortion to end.
But I see one major difference - the moral conservatives (of which I also consider myself) tend to want the law (i.e. government) to outlaw objectionable behavior and enforce a punishment for those who violate it (drug laws, pornography laws, sodomy laws. prostitution laws, abortion laws, etc.) because they see the harm such activities do and how they suck in the innocent to create still more harm.
Jesus took the moral law of his time and exploded it to the point that NO man could claim to be sinless (hate his brother, look upon a woman with lust, etc.). Surely no person wants the government to intrude THAT far into people's lives.
Jesus allowed the guilt and punishment of all the sins (of omission, comission, even of thought) to be placed upon Himself because He knew no man was capable of such behavior on their own. That's where the compassion comes in.
Jesus realized that all mankind was in the same boat and to consider ourselves so unworthy as to die to ourselves freeing us to give mercy and compassion to others (even those who sin against us) in acknowlegement that we are all sinners.
So, again, I feel no political philosphy can totally embrace Him and I believe He wants it that way because He is greater than any political philosphy. Even a theocracy (rooted in Christianity) is a poor system of government compared to what will await us in His kingdom.