“Thus said Hashem to His Mashiach, to Cyrus…” (Isaiah 45:1). Was Cyrus the Mashiach? Rather, the Holy One, blessed be He, said to the Mashiach: I must complain to you about Cyrus. I told him that he was to build My Temple and gather My exiles, but he said, “Who among all His people… let him go up to Jerusalem… to build the Temple of Hashem…” (Ezra 1:3) – Megillah 12a
When the Mashiach saw that the Second Temple was destroyed, he might have lost hope of a Final Temple that would never be destroyed. Hashem let the Mashiach know that the Second Temple had not become the Final Temple because of Cyrus, and the promise of an eternal Temple would be fulfilled in the Third Temple.