The Jews who say that are apparently unaware that in a number of Messianic passages, the Messiah is killed and then "...war continues until the end" (Daniel 9). Also see Isaiah 53:6, etc. Those passages demand a 2nd Coming to fulfill the remaining prophecies.
I may also point out that the Bab (Gate) who was Elijah for Baha'u'llah, (Glory of God, or Glory of the Lord) was also a Messenger in His own right. Elijah always comes first. Thus this age had the full unfolding where the Bab prepared the way for the Father to bring 'Thy Kingdom Come, the Bab was executed and the Gate opened for the Glory of God to light the world, the Father has come.
The war now waging in this world against all that is of God and what is of man, is now our judgement. This is our judgement day, not only as an individual, but as a collective humanity.
Regards Tony