If memory serves (sorry, can't qoute chapter and verse off-hand), Jesus did tell a rich wannabe disciple, "Foxes have dens, birds have nests (not sure about the birds parts tho' but something like that), but the Son of Man have no place to lay his head. This was to tell that guy that there's no place on earth that christians can call Home. Christians are sojourners on earth or just passing through life to our real home on Paradise Earth.
Matthew 6:9 (The Lord's Prayer) Our Father in Heaven.....your kingdom come, your will be done on earth as it is in heaven...."
This means that his kingdom is not yet here. And if it was, God would be the King on earth. (Per JW, Paradise Earth ruled from God's Kingdom in heaven. But let's not split hairs now cos what's the big difference if Earth is an auxiliary part of the kingdom or not.)
2nd Timothy 4:18 The Lord will rescue me from every evil attack and will bring me safely to his heavenly kingdom.
i.e God's kingdom is not on earth but in heaven.
1st Corintians 15:50 I declare to you, brothers, that flesh and blood cannot inherit the kingdom of God, nor does the perishable inherit the imperishable.
ergo, since we're all still alive, the kingdom is no-where on earth
Luke 17:20-21 Once, having been asked by the Pharisees when the kingdom of God would come, Jesus replied, "The kingdom of God does not come visibly, nor will people say, 'Here it is' or 'There it is,' because the kingdom of God is within you.
Luke 4:5 - 8 The devil led him Jesus up to a high place and showed him in an instant all the kingdoms of the workd. And he said to him, "I will give you all their authority and splendor, for it has been given to me, and I can give it to anyone I want to. So if you worship me, it will all be yours."
i.e the kingdoms of this world belongs to Satan. If this is not true, Jesus would have known it and would not have been tempted by a lie. Think of it. Jesus knew that he would be humiliated and crucified. Isn't this an offer he couldn't refuse?
Daniel 2:44 In the time of those kings, the God of heaven will set up a kingdom that will never be destroyed, nor will it be left to another people. It will crush all those kingdoms and bring them to an end , but it will itself endure for ever.
So, since there has never been a christian country (imo), then the kingdom of God is not on earth yet.
You are right, the kingdom of heaven will not come when we are still alive.
But while Christians are journeying through this (Satan's) world, we have a fore-taste of what's to come. We strive to give up hate, anger, jeolousy, etc - all the bad emotions and go for the good. We are suppose to create heaven within us.