What is gained by this waiting? As Shai indicates that it sometimes get's hard to continue to believe that the Moshiach will be sent considering all the terrible persecutions and troubles the Jewish people have endured. Maybe the belief in Moshiach causes Jews to fall away from trust and faith because he has not been sent... But there are reasons why we are told to await his coming.
http://www.chabad.org/library/moshiach/article_cdo/aid/100903/jewish/Awaiting-Mashiach.htmVII. Awaiting Mashiach
A. The Obligation to Await
“The vision is yet for an appointed time, but at the end it shall speak and not lie. Though he tarry wait for him, for it will surely come… it will not be late!” (Habakuk 2:3)
“Therefore wait for Me, says G-d, for the day that I rise to the prey; for My judgment is to gather nations, that I assemble kingdoms, to pour out upon them My indignation, all My fierce anger. For all the earth shall be consumed by the fire of My jealousy.” (Zephaniah 3:8)1
“Happy are all those that wait for him.” (Isaiah 30:18)2
Waiting for Mashiach<, anticipating his coming, is not simply a virtue but a religious obligation. Rambam thus rules that whoever does not believe in and whoever does not await (eagerly looking forward to) the coming of Mashiach, in effect denies the whole Torah, all the prophets beginning with Moses.3 In the popular formulation of his thirteen Principles of the Faith (the hymn of Ani Ma’amin) this is put as follows:
“I believe with complete faith in the coming of Mashiach. Though he tarry, nonetheless I await him every day, that he will come.”
As stated above,4 some authorities view this principle as an integral part of the first of the Ten Commandments which states “Anochi I am G-d, your G-d, who has taken you out of the land of Egypt, out of the house of bondage.” (Exodus 20:2) The connection may be seen in the fact that the initial word Anochi is linked with redemption:
“Anochi signifies the first redemption from Egypt and the last redemption through Mashiach.”5 Anochi is an explicit expression of compassion, consolation and comfort.6 Indeed, Anochi is an acronym with every one of its four letters signifying Biblical prophecies of the Messianic consolations and comfort.7
In view of this legal obligation to await Mashiach, therefore, one of the first questions an individual is asked on the Day of Divine Judgment is “Tzipita liyeshu’ah did you look forward to salvation?”8
To believe in the coming of Mashiach and to await it are two separate concepts. “To believe” is a doctrinal affirmation as for any other part of the Torah: affirming the principle of Mashiach who will come eventually, whenever that may be. “To await” means an active and eager anticipation of the redemption, that it occur speedily: “I await him every day…,” literally:9
“In ikveta deMeshicha (on the ‘heels of Mashiach,’ i.e.,) when the time arrives for the glory of G-d to be revealed in the world through the coming of our righteous Mashiach, there will surely be leaders of Israel… who will urge the masses of Israel to strengthen the faith and to return with teshuvah, and to arouse the people to prepare themselves with teshuvah and good deeds for the coming of Mashiach…
“In those days there will also be people of little faith who will not believe those words, even as we find that during the Egyptian exile ‘they did not listen to Moses because of anguished spirit and hard labor’ (Exodus 6:9)…
“Each one will argue that he does not question the truth of the possibility of the redemption, but merely doubts the time of the redemption as to when it will occur. Yet there is an explicit verse in Malachi (3:1) that ‘The lord whom you seek (i.e., the king Mashiach) will suddenly come to his palace, and the messenger of the covenant whom you desire (i.e., Elijah the prophet), behold he comes…’ At the very least, therefore, one is to consider every day that perhaps he will come that day. We find this reflected in the explicit ruling in the Gemara10Chafetz Chaim, Chizuk Emunah, quoted in Chafetz Chaim al Hatorah, Vayera, p. 56f., note 2. Note also Torat Ze’ev, quoted in Hagadah shel Pesach Mibet Levi [Brisk], p. 120: “It is incumbent to await the coming of Mashiach every single day, and all day long… It is not enough to believe in the coming of Mashiach, but each day one must await his coming… Furthermore, it is not enough to await his coming every day, but it is to be in the manner of our prayer ‘we await Your salvation all the day,’ that is, to await and expect it every day, and all day long, literally every moment!”09
B. Kivuy: The Merit and Effect of Awaiting
“Everything is (bound up) with kivuy (hoping; awaiting).”11See Targum Yehonathan, and Bereishit Rabba 98:14, on this verse.12Shemot Rabba 30:2412
“When the Israelites enter the synagogues and houses of study, they say to the Holy One, blessed be He, ‘Redeem us!’ He responds to them: ‘Are there righteous people among you? Are there G-d-fearing people among you?’ They reply: ‘In the past… there were… Nowadays, however, as we go from generation to generation it grows darker for us…’ The Holy One, blessed be He, then says to them: ‘Trust in My Name and I shall stand by you… for I shall save whoever trusts in My Name.’ ”13Midrash Tehilim 40:114
Though the study of Torah is ever so important, the need to await and hope for the redemption is addressed especially to the scholars and students of Torah, as G-d rebukes them: “Though the words of the Torah are beloved unto you, you did not do right in awaiting My Torah but not (the restoration of) My Kingdom.”14
“[The patriarchs] exclaimed before Him: ‘Master of the universe, maybe there is no restoration for the children?’ He said to them: ‘When there is a generation that looks forward to My Kingdom, they will be redeemed immediately,’ as it is said, ‘There is hope for your future, says G-d, that (your) children shall return to their own boundary’ (Jeremiah 31:16).”15
The daily Amidah contains the request, “Speedily cause the offspring of Your servant David to flourish and enhance his power through Your salvation, for we hope for Your salvation all the day…” The last phrase, “for we hope…,” seems strange: what kind of reasoning is that? If we justly deserve the redemption, we shall merit it even without that hope; if we do not deserve it, of what avail will that hope be? The meaning, however, is clear:
“Speedily cause the offspring of Your servant David to flourish…;” and if it should be said that we lack merit, cause it to flourish anyway “because we hope for your salvation…,” that is, because we have the kivuy (hope). By virtue of that kivuy we deserve that You redeem us!16
C. Demanding Mashiach
True belief in the Messianic redemption is reflected and verified in sincere anticipation, in eagerly looking forward to the coming of Mashiach. In turn, the sincerity of this hope and awaiting is tested by what is done to achieve it. For something truly desired one will ask and beg, demand, and do everything possible to attain it. The same applies to the obligatory awaiting and anticipation of Mashiach.
G-d insists that we prove the sincerity of our claim to want Mashiach by doing everything in our power to bring it about, including storming the Gates of Heaven with demands for the redemption:
“The children of Israel shall sit many days without king and without prince, and without sacrifice… Thereafter, the children of Israel shall return and ask for G-d, their G-d, and for David their king, and they shall be in fear before G-d and (hope) for His goodness in the end of days.” (Hosea 3:4-5)
“Ask for G-d” refers to the restoration of the Kingdom of Heaven; “David their king” the restoration of the Kingdom of the House of David, through Mashiach; “fear before G-d… His goodness” the restoration of the Bet Hamikdash. For Israel will not see the redemption until they shall return and ask for these!17
“Israel shall not be redeemed until they will confess and demand the Kingdom of Heaven, the Kingdom of the House of David, and the Bet Hamikdash!”18
R. Shimon bar Yochai taught a parable of a man who punished his son. The son did not know why he was being punished, but thereafter his father said to him: “Now go and do that which I had ordered you many days ago and you ignored me.”
“Even so, all the thousands that perished in battle in the days of David, perished only because they did not demand that the Bet Hamikdash be built. This presents an a fortiori argument:
“If this happened to those in whose midst there had not been a Bet Hamikdash, which, therefore, was not destroyed in their days, yet they were punished for not demanding it, how much more so then with regards to ourselves in whose days the Bet Hamikdash is destroyed and we do not mourn it and do not seek mercy for it!”19
We pray for the redemption several times every day. Even so, requesting by itself is not enough. One must demand the redemption, just as with the wages of a hired worker: the law stipulates that if the worker does not demand his wages, there is no obligation to give it to him on the very day that he completes his work.20 So, too, we must demand our redemption. Failure to do so shows that this matter is clearly not that urgent to us!21