Please note that in the following verses, Jesus did not say that He was going to return.
What Jesus said was that many would come claiming to be Christ and they would deceive many people.
Jesus said that because He knew that would happen and it has happened since many men have come claiming to be Christ.
Matthew 24 KJV
3 And as he sat upon the mount of Olives, the disciples came unto him privately, saying, Tell us, when shall these things be? and what shall be the sign of thy coming, and of the end of the world?
4 And Jesus answered and said unto them, Take heed that no man deceive you.
5 For many shall come in my name, saying, I am Christ; and shall deceive many.
Baha'u'llah did not come in the name of Christ. He came with another name, a new name, just as the Bible says would happen.
The Bible says Christ would return with a new name, so we know he would not be called Jesus.
Isaiah 62:2 And the Gentiles shall see thy righteousness, and all kings thy glory: and thou shalt be called by a new name, which the mouth of the Lord shall name.A new
Revelation 2:17 He that hath an ear, let him hear what the Spirit saith unto the churches; To him that overcometh will I give to eat of the hidden manna, and will give him a white stone, and in the stone a new name written, which no man knoweth saving he that receiveth it.
Revelation 3:12-13 Him that overcometh will I make a pillar in the temple of my God, and he shall go no more out: and I will write upon him the name of my God, and the name of the city of my God, which is new Jerusalem, which cometh down out of heaven from my God: and I will write upon him my new name. He that hath an ear, let him hear what the Spirit saith unto the churches.
The new name means that the return of Christ would be another man. It would not be Jesus.