The question of why belief in Mashiach should be a fundamental belief (an ikkar/yesod of Judaism of the Rambam's 13) is asked here, and I answered it myself here.
However, when it comes to this particular belief, the Rambam in Hil. Melakhim 11:1 adds that merely believing is not enough:
וכל מי שאינו מאמין בו, או מי שאינו מחכה לביאתו, לא בשאר נביאים בלבד הוא כופר, אלא בתורה ובמשה רבינו
and whoever doesn't believe in him or doesn't await his arrival denies not only the other prophets but the Torah and Moses our leader
and in R. Kapach's translation of the Rambam's 13 principles (in the intro to Cheilek), the Rambam adds that one is required "להתפלל לבואו", to pray for the coming of Mashiach.
Why should one who doesn't actively anticipate the coming of Mashiach be considered a heretic? Isn't it possible for one to completely believe בתורת משה רבינו, the Torah of Moses our leader, but still feel so comfortable in the diaspora/exile that they aren't so anxious for the Mashiach to come?