But it's not supposed to happen that way!

This [the definition of "Messiah"] is particularly important to remember for the title Christ, for in fact nowhere before Jesus is there any indication that the Messiah was expected to be denounced by the leaders of the Jewish people and subsequently killed by pagan decree. Luke himself articulates the novelty of this notion through the mouth of Cleopas and his companion on the road to Emmaus. The two are returning home after Jesus’ death at Passover and meet a stranger along the road. In response to his question about the cause of their obvious dejection, they say, “We had hoped that he was the one to redeem Israel” (Luke 24:21; cf. Acts 1:6). The implication could hardly be more apparent: their messianic hope went unfulfilled. The rest of the Gospel, together with Acts, then develops the transformation in the meaning of Messiah to include suffering and death. In the final scenes of the Gospel, for example, an exegetical lesson is given by no less than Jesus himself. And what did he teach? “O foolish men, and slow of heart to believe all that the prophets have spoken. Was it not necessary that the Messiah should suffer these things and enter into his glory? And beginning with Moses and all the prophets, he interpreted to them in all the Scriptures the things concerning himself” (Luke 24:25–27). The idea of a suffering and dying Messiah is unexpected enough to require a lesson by the Messiah himself.—One True Life: The Stoics and Early Christians as Rival Traditions, 122