He never left.that is one one reason.He could only have his own world.He can only teach us to win our own world, which he has done already,(by religion).
He has shifted his nature over to the next dimension. There is nothing he, (or they?), could do for us.
There is no kingdom of god, no Promised Land. It does not exist. It is within.
Reincarnation is our future. Not heaven or hell.
Also there is no such thing as good. It is good and evil that is written into nature.
Very few people realize that nature would crucify an enlightened ,evolved,human being, by definition. This is because of natures holistic politics.
Therefore it is not possible to return. It would instantly crucify.
Those high beings who do return are fallen angels.
Fallen angels suffer earthly rebirth into the light of the moon,( Bhagavad Gita).As do drug users.