Why?

Jesus said,

I tell you the truth: It is for your good that I am going away. Unless I go away, the Counselor will not come to you; but if I go, I will send him to you (John 16:7).

If Jesus said, it is better for him to go away, so the Holy Spirit could come, why do most Christians think it would be better if Jesus came again? Seems like an insult to the Holy Spirit to me. He can't do the job, but Jesus can?