Of course Paul said that, that's the point. Give me an example of where Jesus says that, or doesn't keep to it. The fact is, the Jews weren't waiting for a messiah to save the world, they were waiting for one to save them from Roman oppression and occupation.
It is possible that the man Jesus did think that he was a messiah to the world, but the Old Testament did not apply to gentiles, and they did not foresee that their ways and laws would be appling to anyone besides themselves. Paul would have to say those things, as a way to spread his faith to those outside the Jerusalem community.