What is so hard to accept? Moshiach is not coming with the clouds of heaven.
The clouds of heaven appear in Daniel 7:13,14, which parallels Daniel 7:22 and describes the coming of Moshiach:
Chazal comment (Sanhedrin 98a):I saw in the visions of the night, and behold with the clouds of heaven, one like a man was coming, and he came up to Atik Yamim and was brought before Him. And He gave him dominion and glory and a kingdom, and all peoples, nations, and tongues shall serve him; his dominion is an eternal dominion, which will not be removed, and his kingdom is one which will not be destroyed.
חזה הוית בחזוי ליליא וארו עם ענני שמיא כבר אנש אתה הוה ועד עתיק יומיא מטה וקדמוהי הקרבוהי. ולה יהיב שלטן ויקר ומלכו וכל עממיא אמיא ולשניא לה יפלחון שלטנה שלטן עלם די לא יעדה ומלכותה די לא תתחבל
Moshiach is coming, but he is riding on a donkey. Those who cannot accept that, pious as their opposition may seem, are fighting the Ancient of Days, Atik Yamim.אמר רבי אלכסנדרי: רבי יהושע בן לוי רמי, כתיב בעתה, וכתיב, אחישנה! זכו - אחישנה, לא זכו - בעתה. אמר רבי אלכסנדרי: רבי יהושע בן לוי רמי, וארו עם ענני שמיא כבר אנש אתה, וכתיב עני ורכב על חמור! - זכו - עם ענני שמיא, לא זכו - עני ורוכב על חמור
Rabbi Alexandri said: Rabbi Yehoshua ben Levi derived: It is written (Yeshaya 60:22) “in its time” (B’Ita), and it is written “I will hasten it” (Achishena). If Israel will merit, Achishena. If they will not merit, B’Ita. Rabbi Alexandri said: Rabbi Yehoshua ben Levi derived: It is written (Daniel 7:13) “and behold with the clouds of heaven, one like a man was coming” and it is written (Zecharya 9:9) “humble and riding on a donkey”. If Israel will merit, with the clouds of heaven. If Israel will not merit, humble and riding on a donkey.
קיא