Jesus is the son of humanity, and so not gone in the first place. Did he not say, "If you have aided the poor, the destitute, the homeless, the incarcerated, then you have aided me"? He then believes that he has not left. You do not agree, I am sure, but from a Christian perspective, another incarnation would be kind of unnecessary. And something of a mental trap, really. It's easy to say, "if only I were to have an answered prayer/talk to a burning bush/witness a miracle/meet Jesus, I would believe." But really, it's not true. Those who did meet Jesus were as often disappointed or offended as enlightened and awed. He was not, for instance, in the business of trying to prove that he was such and such to so and so. He went about his work, and he taught, but he did not waste time trying to impress people with light shows. If he were to "come again", he wouldn't care about rigorous scientific proofs of his nature, if such could be devised anyway, given that the whole point was that he was of our nature as much as of the divine. It seems true that one just hasn't "seen enough", but it usually comes down to a matter of asking the wrong questions, not getting the wrong answers.