Imagine an earthly situation where the heir-apparent to the throne meets with his closest friends on the eve of his own coronation. The new king's friends would hardly desire that the king skip his own coronation. There is no greater benefit to the new king's friends than that he ascends to the throne.
When Jesus left this world, He was not departing in exile. He was leaving for His coronation. He was passing from humiliation to exaltation. The extraordinary benefit in this for every Christian is that he can live in the full assurance that at this very moment the highest political office in the universe is being held by King Jesus. His term of office is forever. No revolution, no rebellion, no bloody coup can wrest Him from the throne. The Lord Christ omnipotent reigns.
The "where" partially explains the "why." There is more to be added, though. The king serves in a dual capacity. He is not an ordinary monarch. At the same time He reigns as King, He serves His subjects as their Great High Priest. The King kneels before His own throne in supplication for His people. In addition to the session there is also intercession. Jesus' throne is linked to the heavenly Holy of Holies. Daily, He makes intercession for you.
Think on this glorious truth: In His new position, Jesus faithfully intercedes for you at the right hand of the Father.