When God brought Israel out of bondage He could have done anything with them. He could have made them into a nation ruled by warriors like Sparta, presidents like America, tyrants like the surrounding nations, or whatever else we have invented to govern ourselves. He chose a judge. Then, He could have given them anything to have as their national identity, as their single most important thing, and again, He picks law. The first five books are the Law, not the priesthood, not the prophets, the law. And what comes next? The judges. When He wrote the Bible He could have put anything first, but what does He pick? The law, again the law.
God intended that if Israel faithfully read and obeyed the law they would become what they did in Jesus day, a place full of teachers of the law, scribes of the Law, and sects broken up by legal interpretation. Now at first blush people might think that was bad, but it's the non-belief of the pharisee that was the problem, not that he studied the books of Moses too much. What Ezra set in motion was not just the natural consequence of paying attention to the structure of the by design of God, it was a blessing. God gave the law so that men would start thinking in terms of the law. They needed to become law-experts, they must become a nation of judges because it’s the judge who is most familiar with justice. It’s the judge who can see when a substitute can be suitable. The people were given Moses as a judge, not a king, because the law was to teach them that the atonement would be one of law, not mercantile payment.
In this light it's perfectly understandable. Yes Christ is indeed a King, but that comes after. Christ is a prophet, but not first. It's the law, the law that teaches us that Christ suffered an equivalent penalty, not an exact one, that shows us how He dies as a legal substitute, and how God the Father discharges the debt legally. If we were legal experts we would understand. The first thing is to remember, the law. Atonement through the eyes of the law!