I think it's a valid question from a position of any given skeptic.
I really don't buy the oversimplified answers like "If he didn't leave then Holy Spirit wouldn't come", Or "He left because the mission to spread the Gospel had to be fulfilled", or to "Prepare a place", again neither make a lot of sense in a scope what Christianity is and what it expects.
The question is whether this world is better if Jesus is there for all to be able to experience apart from some "feeling" or a book narrative? It wouldn't make Christianity to be so doubtable. Every Thomas out there could visit a 2000 year old dude with holes in his hands and believe.
Why leave without a trace, and except leave the world with a story and a promise of hope.
It seems like a good excuse to mask the reason as to why Jesus is not here. "Well, he was here, but you've missed him by about 2000 years, BUT he's coming back soon... so just wait and read this book about him".
Perhaps there are other reasonable explanations, but what would these be? What do you think?