When reading the Old Testament, it's easy to misunderstand God's dealings with them, especially compared to his dealings with the post-resurrection Church.
On the one hand, it's common to feel something akin to pity, "Oh, poor Israelites, they didn't have the full revelation we have." It's true that we are blessed to have the _personal_ revelation of Jesus on earth. But it's also true that "to whom much is given, much is required." Then as now, God's people have always been given the full measure of His grace and provision and guiding hand.
On the other hand, it's also common to see ancient Israel as some kind of religious ideal. In ancient Israel, they had a strong cultural identity centered around worship of the One True God, and a community that -- at their best -- both worshipped God together, and corporately protected the weak and helpless among them, even foreigners. Don't you ever long for such a thing? Isn't that what American Christians often ask for explicitly today? A nation, even up to the national leaders, intricately identifying themselves with the One True God? But such a desire betrays a misunderstand of our new Kingdom, created by God and ruled by Christ. It misapplies the lessons we ought to learn from Israel.
The way that God reveals himself is always perfectly suited to His people, to the circumstances they are in. It's immensely edifying to recognize the same, constant God dealing with Abraham, with Moses, with David, with Daniel, and then with many many more when Jesus incarnated to live among us.
Paul says that the prophets looked forward to the time of Jesus and his Kingdom, but that doesn't mean that we have LESS need of faith. To the contrary, some call this the "Age of the Spirit", because we need the Holy Spirit even more. We don't have an external nation, we don't have special prophets, we don't have the imminent presence of Jesus to look to. "Blessed are those who have NOT seen [me], and yet believe".
That's why it's so important for us to both work hard, and trust strongly in the grace of the Holy Spirit, to be in community with fellow believers. It's an expression and exercise of faith to look to this "visible yet invisible" Kingdom, and see the imminent working hand of our Lord. In that way we join closely with the saints of all ages, like them relying on the ultimate fulfilment of the Lord's promises, trusting in what we do not see, trusting the Word of our Lord.