NT Wright has long argued that first-century Jews considered themselves to be in a continuing exile. The canon of the Hebrew Bible suggests as much.
If we take our arrangement (the LXX arrangement), the Hebrew Bible ends with Malachi, who certainly doesn’t see a gloriously restored Israel when he looks around him.
If we take the MT arrangement, the Hebrew Bible ends with the decree of Cyrus; it’s as if the return has never happened.
Either way, the canonical arrangement supports Wright’s contention.