What does the Torah say about the king of Israel? Who is he, what is he supposed to do and not do, and what are the implications of the command? If we expect the messiah to fulfill the law and to do the commands given for the king of Israel, then we should also be expecting the continuation of Torah observance and the continuation of the Levitical priesthood.
(Graphic is understood as US public domain, Rembrandt)
[Aleksandr Sigalov:] Please note that the word "messiah" means "the anointed one". The only legitimate messiah was Aaron and then his son. So technically speaking, messiah and anointment in the Torah reserved ONLY to the Aaronites. We are never commanded to anoint the king. In fact, if I remember correctly, we can't use the anointing oil on anyone other than a priest that we are anointing.