There is enough evidence to sink a ship. You just do not like the evidence.
Baha'u'llah did not come down on a physical cloud as Christians are expecting, but He did descend from heaven.
Baha’u’llah cleared up the meaning of clouds in the Kitab-i-Iqan. He devoted quite a bit of text to explaining what clouds means. To paraphrase Baha’u’llah, Son of man coming on the clouds means that the return of the Christ Spirit will appear in the form of another human being. The term “clouds” as used in the Bible means those things that are contrary to the ways and desires of men. Just like the physical clouds prevent the eyes of men from beholding the sun, these things hindered men from recognizing the return of Christ.
Mark 14: 62 And Jesus said, I am: and ye shall see the Son of man sitting on the right hand of power, and coming in the clouds of heaven.
Matthew 24:30 And then shall appear the sign of the Son of man in heaven: and then shall all the tribes of the earth mourn, and they shall see the Son of man coming in the clouds of heaven with power and great glory.
Matthew 26:64 Jesus saith unto him, Thou hast said: nevertheless I say unto you, Hereafter shall ye see the Son of man sitting on the right hand of power, and coming in the clouds of heaven.
Mark 13:26 And then shall they see the Son of man coming in the clouds with great power and glory.
The FIRST thing to note about all these verses is that none of them say “you will see me coming.” Rather they refer to the Son of man in the third person. Why do you think that is? If Jesus planned to return and wanted people to recognize Him as Jesus, why didn’t Jesus say: Mark 13:26 “And then shall they see me coming in the clouds with great power and glory.”
I will tell you why... It is because the Son of man refers to Baha’u’llah.
To explain in brief, to us Son of Man coming in the clouds of heaven means that the return of the Christ Spirit promised in the Bible will be made manifest from the heaven of the will of God, and will appear in the form of a human being. The term “heaven” means loftiness and exaltation. Although Messengers of God were delivered from the womb of their mother, they have in reality descended from the heaven of the will of God. Though dwelling on this earth, their true habitations are the realms above. While walking among mortals on earth, they soar in the heaven of the divine presence.
Nowhere in the NT did Jesus ever promise to return. Jesus said His work on earth was finished.
John 17:3 And this is life eternal, that they might know thee the only true God, and Jesus Christ, whom thou hast sent.
John 17:4 I have glorified thee on the earth: I have finished the work which thou gavest me to do.
John 17:6 I have manifested thy name unto the men which thou gavest me out of the world: thine they were, and thou gavest them me; and they have kept thy word.
John 17:8 For I have given unto them the words which thou gavest me; and they have received them, and have known surely that I came out from thee, and they have believed that thou didst send me.
John 17:11 And now I am no more in the world, but these are in the world, and I come to thee. Holy Father, keep through thine own name those whom thou hast given me, that they may be one, as we are.
You can believe that if you want to, but please keep in mind that our beliefs do not create reality. Reality exists. We either discover it or fail to do so.