I think you need to look to the kingdom that God established in judges when the Israelites first took possession of the land and God established the law. God specifically established Himself as king and gave them the law. They had no need for earthly government and the creation of the kingdom was a definitive departure from his will, as you have just pointed out. The Bible also makes clear that Jesus Christ was the finality of earthly power. He is the descendant of David that will reign forever. The Rock that will stand forever.