We also know that His kingdom is "not of this world", that it wasn't to "come with observation", and we've come to "Mt. Zion that can't be touched".
Do we now have a kingdom without a king?
King's gonna come later?
"I am with you always, even unto the end of the world"
Even opponents of premillennialism have taught that the Messianic, Davidic Kingdom is to be distinguished from the general and universal Sovereignty of God. And we have an "abundant array of proof" of this:
"It is but justice to say that many of our opponents (as e.g. Thompson, etc.) and others (as e.g. Van Oosterzee, etc.) justly discriminate between this Kingdom and God’s Sovereignty, telling us that we must not make this [Messianic, Davidic] Kingdom denote the Supremacy of God as manifested in Creation and Providence, in His 'Universal Government over this and other worlds.' They correctly inform us that the promised Kingdom is a special divine organization with Christ as its Head, and with believing subjects, etc., while the other is the sustaining, guiding, controlling, directing disposition, mediate and immediate, of the Universe under the Divine Headship. They teach us that the one is given by covenant promise, and that the other ever existed, even before this special Kingdom was promised to man. They properly direct us to the language of Christ and of His disciples in preaching that the Kingdom 'is at hand,' as justly implying that something which did not then exist was to be set up in the future. And they happily direct us to two passages, given by the same writer, as illustrative of the two, viz.: Daniel 6:26; Daniel 7:13-14.
Indeed, if we were to gather the fragmentary evidences thus presented to us by various writers, we should have an abundant array of proof, much of it derived from those who have no sympathy with us. Those who constitute the Church a Kingdom are forced by simple consistency into this attitude. Hence Kurtz (His. Old Cov., vol.2, p. 97) remarks: 'It is essentially necessary to make a twofold distinction in the process of divine revelation; that is to say, it is necessary to distinguish the preservation and government of the world in general, from the more special operations connected with the introduction and working out of the plan of salvation,' etc. The sovereignty of 'the Absolute,' which figures so largely in many religious books, etc., and upon which so much stress is laid as 'the Kingdom,' is simply a decided removal from covenant and promise. The reader will compare Dr. Storrs’ excellent remark, see Prop. 37, Obs. 7, as well as Kurtz’s, Prop. 26, Obs. 3. Dr. McCosh presents the Universal Sovereignty ably in his 'Methods of the Divine Government, Physical and Moral,' so also Butler, Paley, Chalmers, the Duke of Argyll, and others; but this is only the source or foundation of this special manifestation of government. Dr. Craven (Lange’s Com., Rev., p. 97), in his 'Excursus on the Basileia,' properly distinguishes between the two; and this is characteristic of numerous able Chiliasts" (George Peters, The Theocratic Kingdom, Prop. 79, Obs. 1).
Revelation 3:21 also clearly makes a distinction between the Father's throne, that Christ is now on, and the Messianic, Davidic throne.