Then the people said to Samuel, “Who is it that said, ‘Shall Saul reign over us?’ Bring the men, that we may put them to death.” But Saul said, “Not a man shall be put to death this day, for today the Lord has worked salvation in Israel.” Then Samuel said to the people, “Come, let us go to Gilgal and there renew the kingdom.” So all the people went to Gilgal, and there they made Saul king before the Lord in Gilgal. There they sacrificed peace offerings before the Lord, and there Saul and all the men of Israel rejoiced greatly. 1Samuel 12:12-15.
This was the beginning of something new: a new king, a new government, a new era. But it is a pale imitation of what God is after. He is their true ruler, but people asked for a human substitute who could not permanently save them.
This is why Jesus came to as the perfect human substitute, who will one day rule over the earth in person. For now He is enthroned in heaven, where we are with Him.
For he raised us from the dead along with Christ and seated us with him in the heavenly realms because we are united with Christ Jesus. Ephesians 3:6, NLT.
It is a mistake to focus on things below, where we entangle our affections and loyalties with mere men, instead of the one true God.