Kings are absolute rulers: they attain power by raising and leading armies into war against other countries. Jesus' war was not against people or against a country, but against sin, death, and the power of the Devil. By his death, resurrection, and ascension, Jesus won the war against evil.
All that Christians are asked to do is to accept that Jesus fought and won the war for their sakes and to recognize him as King of Kings.
On Christ the King Sunday, Christians recognize and worship Christ as king of heaven and earth for all time without challenge and without end.