There's an excellent reason for that. The Jewish people didn't even start believing in an afterlife until roughly the time of the life of Jesus, and even then it was a minority position.
I find that many Christians are very confused about Judaism, presuming it's just like a sort of proto-Christianity mistakenly waiting on a Messiah who's already come.
But in Judaism, the Messiah is not a spiritual savior. He's got nothing to do with an afterlife. He's not even all that important to the religion, being a human figure who is supposed to restore Israel to temporal power and security.
The heart of Judaism revolves, rather, around living loving-kindness, around an ethical framework for life in this world, not a hypothetical afterworld.
To this day, believe in an afterlife isn't a necessary part of Judaism, and belief on that matter is a mixed bag among Jews, although I think belief in an afterlife is more common today among Jews than it was in Jesus's time.