It runs counter to the mainstream Jewish thought of the past 1800 years regarding the messiah, but we are talking about a movement that was divergent from what ultimately became "mainstream Judaism" (i.e. the Pharisees). I would also point out that it is not so unique for a messianic claimant to be humiliated yet retain devoted followers:
https://en.wikipedia.org/wiki/Sabbatai_Zevi
Nor would violating mainstream religious views be a terribly unique event when a new movement is picking up followers:
https://en.wikipedia.org/wiki/Jacob_Frank
It is also not as "bizarre" as you might think. Judaism two thousand years ago was highly fragmented, with many different movements all competing for followers and converts; there was no single body of "Jewish thought" at the time. There were different interpretations of the prophecies, and the earliest Christians followed one tradition of interpretations (this is clearly reflected in the gospels -- e.g. Matthew follows the Greco-Jewish tradition and the Septuagint).