It is true that Jesus embraced his Jewish ancestry leading back to King David. But he clearly did intend to create a church comprised of his disciples:

"But what about you?" he asked."Who do you say I am?"
Simon Peter answered, "You are the Messiah, the Son of the living God."
Jesus replied, “Blessed are you, Simon son of Jonah! For this was not revealed to you by flesh and blood, but by My Father in heaven. And I tell you that you are Peter, and on this rock I will build My church, and the gates of Hades will not prevail against it. -- Matthew 16:18