All of Israel did not return from exile, maybe only ten percent.  The land continued to be under foreign domination.  Those who did return came to understand that exile would never be fully over until Messiah came.  Part of the Christmas message is that Jesus has come to bring us back from the far country; the grip of wrong and evil powers has ended.  Exile is over; Jesus Messiah, our Jubilee, has arrived.  We are free!  Rejoice!  Rejoice!

“O come, O come, Emmanuel, And ransom captive Israel, That mourns in lowly exile here Until the Son of God appear.  Rejoice!  Rejoice!  Emmanuel Shall come to thee, O Israel!”