First century Jews expected their messiah to ride a chariot, or maybe a warhorse, but not a young donkey. Then here comes Jesus on a donkey. I imagine the disciples were disappointed, maybe embarrassed.
Like most Jews in that day, the disciples hoped for a messiah who would bring nationalistic, political, and economic salvation. But Jesus offered “shalom”—not military peace with the Roman army, but internal and eternal peace with God, which is much greater than their temporal and nationalistic hope.
If the disciples were indeed disappointed to see their messiah riding a young donkey rather than a warhorse, then they were disappointed because their hope was too small.