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You are assuming Jesus DID NOT teach them that it would not be an earthly kingdom during the forty days that Jesus was teaching them about the Kingdom of God.
They already knew about the earthly kingdom. They understood about the heavenly kingdom (the reason he came this time) he spent 40 days talking about that, and here at the end, they said, I understand now why you came this time, when are you coming back to do what else you were prophesied to do.
Jesus answer?
1. You still do not get it. Why do I even bother trying?
2. You fools, I just spent 40 days trying to show you what the true kingdom was, and you still do not get it?
3. It is not for you to know the time when this will happen, do not worry about it, God is in control. it will happen when it happens?
I do not know about you. but I chose number 3. proving that he will one day in the future (as the prophets foretold) return and set up his earthly kingdom. Otherwise he would have denied it.