To answer that question we must know what will happen when Christ does establish his heavenly kingdom on earth. Not long after Jesus ascended people began expressing impatience with Christ's return, even to the point of questioning whether he was actually going to return at all. In response, the apostle Peter wrote, "But do not overlook this one fact, beloved, that with the Lord one day is as a thousand years, and a thousand years as one day. The Lord is not slow to fulfill his promise as some count slowness, but is patient toward you, not wishing that any should perish, but that all should reach repentance." (2 Peter 3:8-9) The implication is once Christ returns to establish his kingdom on earth the gig is up for evil in the world and all who have not repented will perish. Jesus said of his return, "But concerning that day and hour no one knows, not even the angels of heaven, nor the Son, but the Father only. For as were the days of Noah, so will be the coming of the Son of Man. For as in those days before the flood they were eating and drinking, marrying and giving in marriage, until the day when Noah entered the ark, and they were unaware until the flood came and swept them all away, so will be the coming of the Son of Man." (Matt 24:36-39) Christ delayed the establishment of his heavenly kingdom on earth because the news of his death and resurrection and the forgiveness of sin needed to be carried around the world so people could enter his kingdom through faith in Him. We, for instance, should be grateful that Christ delayed establishing his heavenly kingdom on earth because it opened the door for us and multitudes of others to be included. There are still people left who will repent and they too must be included in his kingdom.
Jesus actually told his disciples that it was good for them if he left because the Holy Spirit would not come help them until after he ascended to heaven.
"7 Nevertheless, I tell you the truth: it is to your advantage that I go away, for if I do not go away, the Helper will not come to you. But if I go, I will send him to you. 8 And when he comes, he will convict the world concerning sin and righteousness and judgment: 9 concerning sin, because they do not believe in me; 10 concerning righteousness, because I go to the Father, and you will see me no longer; 11 concerning judgment, because the ruler of this world is judged." (John 16:7-11)Jesus departure paved the way for the Holy Spirit to come and do its work in the world. It is the Spirit's role to cause conviction for sin, reveal the righteousness of Jesus, and condemn Satan and his deceptions. Those things cannot happen apart from the Spirit and the Spirit would not come unless Christ ascended.
The big picture here is that God is working out His plan for the salvation of all of His people. God's salvation plan for the world includes peoples from every tongue, tribe, and nation on the earth. After Jesus raised his beloved friend Lazarus from the dead, John tells us the chief priests and the Pharisees gathered a council together to figure out how to prevent people from believing in Jesus. They were afraid if Jesus accrued too much power the Romans would come and take their nation from them. The high priest, Caiaphas, encouraged the council to find a way to kill Jesus. He told the council, "You know nothing at all. Nor do you understand that it is better for you that one man should die for the people, not that the whole nation should perish." (John 11:49-50) John goes on to tell us, "[Caiaphas] did not say this of his own accord, but being high priest that year he prophesied that Jesus would die for the nation, and not for the nation only, but also to gather into one the children of God who are scattered abroad." (John 11:51-52 emphasis mine) In Matthew 24, Jesus tells his disciples, "And this gospel of the kingdom will be proclaimed throughout the whole world as a testimony to all nations, and then the end will come." (Matthew 24:14) Then just before Jesus ascended into heaven, his disciples asked him, "Lord, will you at this time restore the kingdom to Israel?" (Acts 1:6) Jesus responded, "It is not for you to know times or seasons that the Father has fixed by his own authority. But you will receive power when the Holy Spirit has come upon you, and you will be my witnesses in Jerusalem and in all Judea and Samaria, and to the end of the earth." (Acts 1:7-8)
God's children are spread across the whole globe and every nation must hear the gospel because there will be persons from every people group included in God's kingdom. Christ's death on the cross is the message people need to hear and that message takes time and people to carry it. When Jesus commissioned Paul to be his missionary to the Gentiles he gave him this purpose: "I am sending you to open their eyes, so that they may turn from darkness to light and from the power of Satan to God, that they may receive forgiveness of sins and a place among those who are sanctified by faith in me." As Paul later said, "How then will they call on him in whom they have not believed? And how are they to believe in him of whom they have never heard? And how are they to hear without someone preaching? And how are they to preach unless they are sent? ...So faith comes from hearing, and hearing through the word of Christ." (Romans 10:14-17)
We can be grateful that Christ has delayed the coming of his kingdom yet still eagerly await its arrival. Indeed, this is what we should do. For "just as it is appointed for man to die once, and after that comes judgment, so Christ, having been offered once to bear the sins of many, will appear a second time, not to deal with sin but to save those who are eagerly waiting for him." (Hebrews 9:27-28)