Freeing the Holy Sparks
Rav Pinchas explains that the purpose of all the exiles of Klal Yisroel to the four corners of the earth is to free the holy sparks imprisoned in those places. According to Kabbalah, at the time of Creation sparks of Divine light fell during sheviras HaKeilim (the breaking of the vessels) and scattered, mixed into the dross of earthly existence. It is the task of Klal Yisroel to repair this flaw by freeing the trapped sparks through proper observance of the Torah, and when all of them are freed, Mashiach will come. When Bnei Yisroel left Egypt, the redemption was complete, for not one holy spark was left behind, as the Torah says that they emptied Egypt. The final redemption from the long exile will come only with Mashiach, when all the sparks scattered throughout the world have been freed, just as in Egypt.
Source: Panim Yafos, Yisro