Joseph had faith in God. Not intellectual faith or theoretical faith, but actual faith. When God spoke to Joseph, even through an angel and even in a dream, Joseph had faith in that which God said.

Although Jesus came to the Jews and as a Jew, Jesus did not come for just the Jews. God sent Jesus because He so loved us that He does not want us to perish, as the result of our being judged on our own merits would be that we would be condemned to hell. Jesus did not come to establish or participate in a temporary earthly kingdom, but to establish an everlasting heavenly kingdom by preparing a place in which we sinners can cleanse ourselves and prepare to come into contact with a Holy God.