It is true that the departure of Jesus unto the right hand of the Father broke the disciples’ hearts. Yet, it also true that Jesus had a better fellowship in store for them. The fellowship of the Holy Spirit is greater that mere earthly fellowship with Jesus because it gives spiritual comfort, eternal blessings, and joy that never ends.
The Spirit, the Comforter, convicts the world of sin, righteousness, and judgment, every sinner included. For the Christian, He brings us great blessings: forgiveness of sins, Christ’s righteousness, and acquittal for Christ’s sake. “Christian righteousness is that Christ has gone to the Father, has poured our his blood for us on the cross, and has seated himself at the right hand of the heavenly Father. This is the article of the Creed concerning man’s justification, and we must know it well, in order to be able to protect and sustain ourselves against the devil, false doctrine, and our own conscience, all of which contend against this article. Amen” (Luther’s House Postils, p. 103.)