The Promised Messiah's advent had to be from Ummat-e-Muslimah
The Promised Messiah(as) has said that:
The Muslims are still waiting for the Messiah due to inferring the wrong and apparent meaning of the Hadith that the Messiah, son of Mary, will descend from the heavens with his hands on the shoulders of angels.
Further elucidating that their inference is incorrect, the Promised Messiah(as) explains with reference to Hadith alone.
The Promised Messiah(as) states:
One of the arguments which indicate that the Messiah to come, about whom this ummah has been promised, will be a person from this ummah, is the Hadith from Bukhari and Muslim which states 
and 
which means that he will be your Imam nd will be from among you. Since this Hadith is regarding Isa, who is to come and in this Hadith the words of Hakam - the arbitrator and Adal - the just, are present as attributes in his praise, which are used before this phrase. Therefore, the word 'Imam' is meant for him. There is no doubt that here in the word 'minkum' the Companions(ra) are addressed and they alone were the intended addressee; obviously as none of them claimed to be the Promised Messiah(as). Therefore, 'minkum' connotes a person who is a substitute for the Companions(ra) in the knowledge of Allah the Exalted.
That is, in Allah's sight, he has the status of the Companions(ra).
And it is him who has been stated as the substitute for the Companions(ra) in the under-mentioned verse, that is 1
This verse demonstrates that he is trained by the spirituality of the Holy Prophet(sa), and he is included in the Companions(ra) by virtue of this connotation. In elucidation of this verse is the Hadith: 2
And because that quality has been attributed to this Persian person which is exclusive to the Promised Messiah and Mahdi, that is, to once again fill the earth with absolute justice, that having become devoid of faith and Unity of God has been filled with oppression; therefore, this person is the Mahdi and the Promised Messiah, and it is I. (Tohfa-e-Golarhviyyah, Ruhani Khazain, Vol. 17, pp. 114-115)