I think the attitude in the quote below explains why...
Instead of waiting for the "Khalifah", how about getting off our derrières and improving our education system, our social services, and learning to respect and tolerate other beliefs and peoples?
The only thing people pushing for the "return of the Khalifah" want to do is burn down educational institutions for girls, destroy our arts and culture, and stifle any free thinking whatsoever.
The above approach has been tried already, and is the reason why the Muslim world finds itself intellectually bankrupt and woefully lagging behind the West.