The confusion here arises out of the inadequacy of the English language to distinguish between the "air" as in the sky and the "air" as in the wind or breath. Add "clouds" to the picture and it is easy to understand how we, being some 2,000 years removed from the first century Jewish religious culture, can see something entirely different from what Paul intended.
But a well-intentioned misunderstanding is no substitute for the true Christian eschatological hope. The picture we like to paint by taking 1 Thessalonians 4:13-18 out of context, misinterpreting it, and then using that misinterpretation as the basis for our understanding of all biblical texts concerning the coming of Christ in glory is a fond thing, but it ultimately results in the trivialization of the very hope which is supposed to define the life of every believer.
To understand the "clouds" imagery, we must go back to Daniel 7:13-14.
I saw in the night visions,
and behold, with the clouds of heaven
there came one like a son of man,
and he came to the Ancient of Days
and was presented before him.
And to him was given dominion
and glory and a kingdom,
that all peoples, nations, and languages
should serve him;
his dominion is an everlasting dominion,
which shall not pass away,
and his kingdom one
that shall not be destroyed.
Here, Daniel speaks of "one like a son of man" who comes "with the clouds of heaven" to "the Ancient of Days" and is given dominion over all the earth.
Now, here is something to consider. If this "one like a son of man" is coming "with the clouds of heaven" to be presented to "the Ancient of Days," in what direction is he travelling? This is the language of
ascent, not
descent. What Daniel is foretelling here is Christ's vindication; his
asension into heaven to be enthroned as the King of Glory.
"Coming with the clouds," whenver it is used in reference to "the Son of Man" (eg. Matthew 24:30, Mark 13:26, Luke 21:27), connotes an
upward trajectory, Jesus "coming" from earth to heaven, not the other way around. Likewise, Paul's use of similar imagery in 1 Thessalonians 4 connotes the same vindication, only this time it is shared by "all who belong to" Christ, be they "dead in Christ" or (literally) "alive and remaining into the presence of the Lord."
When Paul says the Lord "will descend from heaven," it is probably within the same context as Ephesians 4:9-10, "In saying, 'He ascended,' what does it mean but that he also descended into the lower parts of the earth? He who descended is the one who also ascended far above the heavens, that he might fill all things."
This "descent" was his descent to the dead after his crucifixion and before his resurrection. Peter also makes note of this.
For Christ also suffered once for sins, the righteous for the unrighteous, that he might bring us to God, being put to death in the flesh but made alive in the spirit, in which he went and proclaimed to the spirits in prison, because they formerly did not obey, when God's patience waited in the days of Noah, while the ark was being prepared, in which a few, that is, eight persons, were brought safely through water. Baptism, which corresponds to this, now saves you, not as a removal of dirt from the body but as an appeal to God for a good conscience, through the resurrection of Jesus Christ, who has gone into heaven and is at the right hand of God, with angels, authorities, and powers having been subjected to him. (1 Peter 3:18-22)
The "descent" of Christ actually began with his conception via the Holy Spirit in the Virgin's womb. It was, of course, not complete until he died on the cross and literally "descended to the dead" in order to pierce the very heart of death itself, and rise again victoriously, leading a host of captives with him (cf. Ephesians 4:8, Matthew 27:52-53).
Paul's (apparent) inconsistency in employing past, present or future tense in different passages indicates the
dynamic tension of living out the practical implications of Christ's completed work
here and now while, at the same time, still waiting for its final outworking in the consummation of history.
Paul was not trying to "encourage" the Thessalonians by simply telling them that "one day" they would all "fly away" into the sky and leave this filthy old world behind. Rather, he was articulating for them a hope for the "future" rooted in what Christ had done in the "past" to give them a reason to live for Christ and his kingdom in the "present." The hope is that, as God raised Jesus from the dead, so he will also, through Christ, do the same for all of his creation, heaven and earth alike; that we will all share in the joy of the resurrection in a fully redeemed, fully restored creation with Jesus himself being personally present among us.
To be seized by such a hope, one cannot help but actively work to hasten its fulfillment (cf. 2 Peter 3:11-13). But if all we have to hope for is a guided tour through outer space, we have no reason to do anything "down here" but sit around and twiddle our thumbs until the Lord returns. Rest assured, if you are found doing that, he will not be pleased.