If Yeshua is the Messiah, then why didn't he bring peace to the world?

Before there can be peace in the world, all people must recognize their sinful condition and repent (see Jeremiah 3:13-18). Messiah Yeshua will not force peace upon the world, regardless of its spiritual condition. Yeshua came in a humble fashion (see Zechariah 9:9) to die as an atonement for sins (see Isaiah chapter 53). He will return to rule, at which time we will recognize him as the one who was pierced, the one who died as an atonement for sin (see Zechariah 12:10). At his return, he will usher in the Messianic Age—a time that everyone has been waiting for; a time of true peace in the world (see Isaiah chapter 11).

Additional information can be found in the book "The Death of Messiah".