But why would the people be looking for a Messiah/Christ before Roman oppression?
Remember when the people clamored for a king, so they could be like the nations around them? Remember what God foretold? He said,
This is the way the kind of king you're talking about operates. He'll take your sons and make soldiers of them—chariotry, cavalry, infantry, regimented in battalions and squadrons. He'll put some to forced labor on his farms, plowing and harvesting, and others to making either weapons of war or chariots in which he can ride in luxury. He'll put your daughters to work as beauticians and waitresses and cooks. He'll conscript your best fields, vineyards, and orchards and hand them over to his special friends. He'll tax your harvests and vintage to support his extensive bureaucracy. Your prize workers and best animals he'll take for his own use. He'll lay a tax on your flocks and you'll end up no better than slaves. The day will come when you will cry in desperation because of this king you so much want for yourselves. But don't expect YHWH to answer. - 1 Samuel 8:11ffBut the people insisted, and God gave them a king. It wasn't long until the third king, Solomon, taxed the people into the PoorHouse, and conscripted them into laborers for building the nation's infrastructure. The fourth king just made it worse, and from there it went downhill.
It wouldn't take long for such a people, oppressed by their own government, to long for a righteous king, like David.
I find it interesting that the people's first longing for a Messiah was not to save them from a foreign oppressor, but rather from their own government which was oppressing them just as YHWH had predicted, predicated on their own insistence.
And I'm no better than those ancient Israelites in my stupidity and insistence on doing it "my way", even in the midst of believing that I'm being submissive to my God.
YHWH, have mercy on us stupid, rebellious people.