It is true that there are a number of messianic prophecies in the Old Testament that have the Messiah as king. Zechariah 9:9 comes to mind. 2 Sam 7:14 and other prophecies point clearly to the idea that the Jews would have a king to rule on David’s throne. But there are also a number of messianic prophecies that point to one who will be rejected and suffer. Zechariah 11:12-13, Isaiah 53:1-12, Psalms 22:16-18 fall into this category. It is also true than many Jews, both before Jesus and since his ministry have principally focused on the kingly prophecies and, in my opinion, ignored the humble, suffering servant prophecies.
Christians rightly see both kinds of messianic prophecy as pointing to the same person. There is only one Savior in the Old Testament. He is a king, but not as some of the Jews expected. He is a humble, suffering servant. He was born in Bethlehem (Micah 5:2). He is from the region of Zebulun and Napthtali (Isaiah 9:1-2, 6). He was betrayed for 30 pieces of silver (Zechariah 11:12-13). He died in Jerusalem to make redemption for sins in about AD 30 (Daniel 9:24-25). He was crucified (Psalm 22:14-16) He is a king, but his kingdom is not of this world (Isaiah 2:1-5). His kingdom, as stated in 2 Sam 7:14 is an everlasting kingdom. It is not an earthly kingdom.
All of the messianic prophecies, from both “categories,” are fulfilled in the person Jesus Christ. I understand that many Jews, even today, are expecting a victorious kingly Messiah to come at the head of armies, but this expectation is not consistent with the combined prophecies about the Messiah. I have never presented Isaiah 53:1-12 and had a single person, even a Jew! mistake who this is a prophecy of. It is a prophecy about the person Jesus of Nazareth. Yes, Jesus is a king, but he is not the kind of king that many Jews then and some Jews even now are expecting. It is true that during the Babylonian exile there were prophecies from the Jews about a glorious future under a Jewish king. This is found in Daniel 2 and Daniel 7, for example. The statement in the outset of your question is true. And the Jews were therefore comforted as your friend says. And by the way, Jesus definitely does deliver both Jew and Gentile from slavery. However, the delivery is from slavery to sin, not to a political power.
Yes, Jesus is a king. He is exactly the kind of king that the Jewish scriptures anticipate. The fact that some misinterpret the Hebrew scripture and are still waiting for the wrong kind of king does not negate this truth. It is the expectation which is false, not the prophecy or the fulfillment by king Jesus, who did fulfill Zechariah 9:9 with great precision, as he rode into Jerusalem as a king on a donkey.