Before we give John the Baptizer too hard a time for questioning whether Jesus was the one to come, let's look through John's eyes.
John was likely confused by Jesus spending so much time doing ministry among "the least of these" in a lesser region (the Galilee) - not exactly the anticipated ministry of the Messiah.
Jesus' response was that this was, in fact, the ministry Isaiah foresaw. The evidence that he's the messiah ("the blind receive their sight, the lame walk, the lepers are cleansed, the deaf hear, the dead are raised, and the poor have good news brought to them" Matthew 11:5) corresponds with Isaiah 35:5-6 and 61:1.
"Yes, but," John must have been thinking from prison, "What about the 'release to the prisoners' part?"
As we tend to do, John may have been calculating Jesus' credibility as a Messiah based on his own circumstances. If so, not only had Jesus failed to liberate Israel at that point. He had not even liberated cousin John.
Unfortunately for John, he never got to see the surprising, yet gracious way Jesus fulfilled his messianic ministry - the liberation he offered through his death and resurrection. John also missed the grace offered in becoming one of Jesus' disciples.
We have been given the opportunity to know Jesus as both Savior and Lord, an opportunity which is the difference between merely believing that Jesus existed and living with and for him as his disciple. There's a great difference between merely living and fully living. In these last two weeks of Advent, consider the difference and where you'd like to stake your life.