Jesus had to return to heaven after He completed His earthly mission, otherwise the Spirit would not have come to all of us as believers. The Holy spirit fulfills the work of Jesus all over the world. He is omnipresent. Unlike Jesus when He was on earth and could only be at one place at a time. The Spirit is everywhere. After all, He is our Advocate who intercedes for us before the Father, He pleads for us all the times.
" And I will ask the Father, and he will give you another Advocate, who will never leave you." John 14:16 (NLT)