And yet, in our daily prayers, we ask for God to restore this line of under-achiever and appoint David's rightful successor. How can this explained? Didn't Einstein say that an insane person does the same thing over and over again expecting different results? So given our previous experiences with Davidic kings (not to mention the rest of the world's experience with non-Davidic kings) wouldn't it be insane for us to expect a Jewish king to be anything but a corrupt, murderous, tax-crazed idol worshiper?
Deep down inside, I think the average Jew understands this. Sure, we pay lip service to the idea that we desire a king, but with the exception of a few people, who for the most part are dismissed as whackjobs, what have we done to make it happen? Nothing.
And our actions, I think, speak louder than our words. We know that kings are bad news. We know that appointing a king means losing many of the comforts and freedoms we've come to enjoy. And we know that even if the first king is a tzadik, like David was, his children and grandchildren are likely to follow in the footsteps of David's own descendants and become corrupted by their wealth and power.* So we say the words, three times daily, professing to desire a king, yet do nothing in our daily actions to speed things along.
*Historical note: This is precisely what happened when the Hashmonaim took power. The first generation was God-fearing. The grandchildren has Greek names, and were the sworn enemies of the Sages.