The purpose of the exile in Egypt was to take away the impurity that went into creation because of Adam's sin and to restore the oros. The process of leaving Egypt was the redemption of Mashiach Ben Yosef at the hands of Moshe. The nation of Israel understood and believed completely that leaving Egypt was part of the Messianic process. Only the Mashiach Ben Yosef could separate Israel from the impurity and bring them into a state of redemption. The Mashiach Ben David process is to bring the world from a level of the Messianic era up to a level of the World to Come, which is the matter of Adam before the sin. The vision of Moshe dying was a test of the whole of Israel being a choice of believing in what G-d said. When they constructed the Golden Calf, the reasoning was that if Moshe was dead then they needed another Mashiach Ben Yosef - and that is fundamentally symbolized by a bull. Just like the power of Yosef took us out of Egypt, so too will this golden calf go on and represent the power of Yosef to bring us to the Messianic era. Klal Yisrael had the power to choose in what G-d said instead of believing in the vision that the Satan showed them. The Satan actually made the matter of Mashiach an evil inclination in and of itself.