Because the entire generation of Messiah will be destroyed by God for unrighteousness. This is what Torah says:
YLT Num 26:65 for Jehovah said of them, 'They do certainly die in the wilderness;' and there hath not been left of them a man save Caleb son of Jephunneh, and Joshua son of Nun.
YLT Num 14:32 as to you--your carcases do fall in this wilderness,
YLT Num 14:33 and your sons are evil in the wilderness forty years, and have borne your whoredoms till your carcases are consumed in the wilderness;
YLT Num 14:34 by the number of the days in which ye spied the land, forty days,--a day for a year, a day for a year--ye do bear your iniquities, forty years, and ye have known my breaking off;
YLT Num 14:35 I am Jehovah, I have spoken; if I do not this to all this evil company who are meeting against me;--in this wilderness they are consumed, and there they die.'As you can see, if we will wait for Messiah, the generation that will see him will die for the unrighteousness. This is at least 1000000 dead. Is that what we really want?
To avert this disaster, we must immediately return to God and His Written Torah. We must put away religion and foreign traditions and return to God and His Law. We MUST DO IT ON OUR OWN !!!
I hope now it is clear that it is a very bad idea to wait for Messiah.