And when he had said these things, as they were looking on, he was lifted up, and a cloud took him out of their sight. 10 And while they were gazing into heaven as he went, behold, two men stood by them in white robes, 11 and said, “Men of Galilee, why do you stand looking into heaven? This Jesus, who was taken up from you into heaven, will come in the same way as you saw him go into heaven.” (Acts 1:9-11, ESV)No longer having Jesus with them could be seen as a massive blow to the disciples. It would be a massive blow if it wasn't for the Holy Spirit. Jesus' ministry will no longer be limited to the physical place he is standing because his presence is no longer limited to there. The Holy Spirit inhabiting the church will spread around the globe.
The angels tell the disciples that Jesus will return but question why they are standing staring up into heaven. Jesus will return, and while we should be expectantly waiting for that, that waiting doesn't involve standing around looking at the sky and speculating about his return. The waiting involves getting on with what he has given us to do: Holy Spirit empowered mission.