A Jew innately believes, hopes for, yearns for Moshiach!
It is part of our DNA.
The reason is because a Jew’s soul is Divine, and like a prince who left his father’s palace to wander the distant parts of the earth, particularly if he was cruelly captured and taken to some remote barbaric town, there is no greater yearning then to return.
I think few people really understand what it is behind our yearning for Moshiach.
The famous story is told of a hidden Tzaddik who comes to a village and stays by an innkeeper who was pious but unlearned.
As Tzaddikim do, in the middle of the night he recited Tikkun Chatzos (laments, to request that God rebuild the third Temple,) hearing the anguished cries of his esteemed visitor, the innkeeper asked him what was wrong. Sensing that this person didn’t understand what he was doing nor why, he began to explain to him in a language he could relate to “you know, how the Cossacks come and burn villages etc. etc.” “Oy” gasps the suddenly stricken innkeeper thinking about their terrible behavior. “Well a Moshiach is going to come and take us all to Israel.” Being pious, he excitedly runs to tell his wife. He returns shortly thereafter to tell the Rabbi that his wife thinks it may be a better idea to take the Cossacks to Israel.
In other words, our true desire, of course is not for needs, rather it is similar to the Alter Rebbe writes, that a Jewish soul naturally wants to expires into mystical union with God, though it would lose its independent identity (like a flame traveling into the sun, so it would only be sun there, not a flame) nonetheless, one cannot question an instinct.
So I think we have – like the prince banished from the king – an instinct to return – not to the physical necessity of a better world, particularly as most of us for the first time in our two thousand year exile have it actually very good in terms of lifestyle, freedom etc. etc. rather the point is, that we know of a different world – deep in our consciousness is a light which we yearn for, a world not defined by crass marketing or one-upmenship, rather a world of light.