This feast is one of those “already and not yet” things about Christ. He is already King, but He hasn’t fully revealed Himself as such and won’t until He comes in glory.
Then He will perform the General Judgement and after the Judgement there will be Heaven and Hell. All those souls in purgatory enter heaven and all is done.
We have pointers in Scripture and Tradition that God is merciful, but He is also Judge. Christ is our brother but He is also our King. He is glorious and powerful and according to Scripture He will come and kick some butts. We are supposed to make sure it isn’t ours.
In Divine Office and Mass readings we have come to the end of the story with John’s Revelation (Apocalypse). Christ has fulfilled His Mission and is the King of Kings.
If we are going to meet Christ the King and be part of the Church Triumphant in heaven we have to “seek first the Kingdom”. If we aren’t seeking the kingdom, we will find it might difficult to find the king.
The Scripture stories have come from the darkest days of persecution through the Prophecies of Daniel and the stand of the Maccabees, through the war in heaven and Satan wanting to destroy the Child of the Woman. Then at last to the great Triumph. It is promised. God always keeps His promises.