Pilate was concerned that Jesus was interfering in the politics of his day, but Jesus told him that, even though He was born to be King, His Kingdom was not of this world. Christ will establish His rule on earth as King of the world at the appointed time He returns.
While Jesus did preach to the world by warning it (Matthew 4:25; 5:1), He remained separate from its politics. His primary audience was His disciples, whom He taught God's way of life. He called them out of this present, evil age—out of its customs, philosophies, and ways—to a life of separation from the world (II Corinthians 6:17). He told them, “Follow Me.”
He did not mean for Christians to leave the world physically. He knew they must live in it, but He taught that they should not be of it. In His final prayer, He requests, “I do not pray that you should take [My disciples] out of the world, but that you should keep them from the evil one. They are not of the world, just as I am not of the world” (John 17:15-16). Thus, Christ's disciples live in this present world as if they were foreigners, guests of the nations where they reside, as ambassadors for Christ and His coming Kingdom.
When God calls a person to repentance and conversion, He summons them to forsake former allegiances and transfer all loyalty to Christ. As Paul writes in II Corinthians 5:17, “If anyone is in Christ, he is a new creation: old things have passed away; behold, all things have become new.”