One would need to examine the theology of the writer of Matthew, who was writing from a Jewish/Torah-keeping viewpoint. In this view, the Messiah would rule over an earthly kingdom. The theology of other writers didn't necessarily have the exact same viewpoint...for instance, the write of John.
The official creeds of many Christian denominations do teach variations on the idea that Christ returns to the earth and brings about paradisaic conditions. Of course, the viewpoint of individuals in these denominations might differ from person to person as each is usually free to come to their own conclusions, or at least aren't excommunicated and shunned if they do.