Why don't you still put to death people who break God's law like in OT Israel? Wouldn't you establish a theocracy and take over the state mechanism if you had the opportunity? Multi-tiered answer.
1) the death penalty still stands for the same sins committed, but with the coming of Christ there is now a delay in carrying out judgment as He holds out pardon in advance of His invasion for those who ally themselves with Him. When he bore the sin of many on the cross He died the death we all deserved. He paid for the sins of the Christians now living...and for those sheep he still intends to gather. So now is a time of mercy, today is the day of salvation ... but when Christ comes again such offers of clemency will cease forever .. and then their death sentence will be carried out.
2) As Christ grafted in the Gentiles into His olive tree (Rom 11), we no longer live under a direct theocracy but are cast and dispersed all over the world, called to live as pilgrims and exiles like Israel in the Babylonian captivity. In whatever country we live we are called to seek the welfare of the city where the Lord sends us, pray on its behalf (Jeremiah 29: 4-7) and obey the laws of the governing authority (Roman 13:1-7).
3) Even assuming that Christians wanted to take over the state-mechanism, in a democratic republic at least, if Christians are in the majority, then they aren’t “taking over” the state mechanism. Rather, majority rule is built into our form of governance. It's called popular sovereignty. Of course laws which more closely conform to justice would be established in a way that most honored God. In just the same way when secularists are in the majority they also establish the laws they think are just according to their worldview. That is largely what we see now. Also Christians have a huge range of views on on governance, viz., Lutherans (two-swords), Anglicans (Erastianism), Amish, theocrats, royalists, libertarians, social conservatives, disestablishmentarians, You name it ... you can’t generalize at all about Christian politics. But most importantly, politics is not very central on most Christian's radar sceen. it is not what gives us purpose. Life is meaningful because of God and things like church, family and friends. (Thanks to Steve Hays for some points on #3)
Note: The first table of the law was not meant to be a blunt instrument for New Testament believers to forcefully coerce by legal means those who are outside the covenant of grace ... to those outside the visible church. Such EXTERNAL obedience to the first table of the law by the uncircumcised (like using civil law to coerce skeptics to acknowledge that YHWH is the only true God) doesn't please God at all.