They knew this day was coming. Jesus gave them the time and the place to meet Him for that final bittersweet meeting. He had taught them so much in the three years He spent with them and in the forty days after His Resurrection, they had come to understand it all just a little more than they had before His Passion and Death. In a few short days on Pentecost, they will understand it fully.
Now is the appointed time for Jesus to return to His Father and His glory, but not before He gives His Apostles their lifelong mission to carry on the work He has begun~ to spread His Gospel to the ends of the earth.
Jesus must have seen the sorrow of His leaving in their eyes and reminds them that He is with them always.
He leaves them and us with the desire for heaven; to be with Him forever, in that place He has gone to prepare for us.