That seems like such an obvious next step. He has so much credibility by just being alive people will follow Him for sure. All He has to do is show up. The crowds will fall on their faces in worship. The Romans are done. A new age is dawning. You can just taste it.
Yet Jesus does not go there. He goes up to heaven. He did not come to earth and die so He could spend 2000 years ruling over a sinful human society. It is not enough. He wants heaven. He wants heaven for us to. A heaven in which we are not only forgiven but sinless. Nothing less will do.
Then He says more, " But you will receive power when the Holy Spirit comes on you; and you will be my witnesses in Jerusalem, and in all Judea and Samaria, and to the ends of the earth."
Notice the difference here. The disciples say Jesus is just going to do it. Jesus says they are going to do it. Sure God is going to empower them but that is not quite the same thing as God just doing it while we cheer. The word here for "witnesses" is martyria where we get the word martyr from. So The disciples are not just going to play some ceremonial role. They are going to contend for the faith with every ounce of their being.
What is more, when Jesus leaves the earth He removes the best evidence of the resurrection. Sure they are eye witnesses but actually producing a living Jesus is way more convincing than having somebody tell you He is alive.
God is always like that. You can think of so many ways He could just remove doubt. Yet He does not quite do it. He gives enough evidence to be convincing to some but not enough to be convincing to all. It is called the scandal of faith. God chooses to relate to us through faith.
So ascension is good news and bad news. It is good news because the Christian road leads to heaven and not just to a nicer society on earth. That gives us hope. Yet it is bad news because the Christian road is hard. It is hard because it will require faith to walk it. It is hard because it will demand everything we have in this life to walk it effectively. It will be a road marked with suffering.
It is hard because not everyone will be coming. Not everyone will chose to believe and not everyone will choose to suffer. This gives our life meaning but it also gives our mission some urgency. We will make choices that have eternal consequences. We can say and do things that will lead to our salvation and the salvation of others. The flip side is we can fail to say and do those things. That can mean same might be damned that could have been saved had we been more holy or more loving or more bold.