Both, the Jinn and the humans who sought refuge in them, used to think that there would be no Messenger after the Prophet Isa, the son of Maryam (PBUH). They thought that Allah (swt) would not send a Messenger to His creatures to invite them to monotheism, as Allah (swt) indicates in the following verse:

 وَعَجِبُوا أَن جَاءَهُم مُّنذِرٌ مِّنْهُمْ ۖ وَقَالَ الْكَافِرُونَ هَٰذَا سَاحِرٌ كَذَّابٌ (4) أَجَعَلَ الْآلِهَةَ إِلَٰهًا وَاحِدًا ۖ إِنَّ هَٰذَا لَشَيْءٌ عُجَابٌ 

(And they wonder that there has come to them a warner from among themselves. And the disbelievers say, “This is a magician and a liar. (5) Has he made the gods [only] one God? Indeed, this is a curious thing.”) (Saad: 4-5)