In the Acts of the Apostles, Luke tells us: "I dealt with all Jesus did and taught until the day he was taken up, after giving instructions through the Holy Spirit to the Apostles whom he had chosen. He presented himself alive to them by many proofs after he had suffered, appearing to them during forty days and speaking about the Kingdom of God. While meeting with them, he enjoined them not to depart from Jerusalem, but to wait for 'the promise of the Father about which you have heard me speak; for John baptized with water, but in a few days you will be baptized with the Holy Spirit."
Then Luke goes on to tell us how Jesus was lifted up and a cloud took him from their sight.
There is some message there about waiting; there is a value in that time of waiting for the Holy Spirit to empower them. Perhaps we are now waiting between Ascension and Pentecost and should intensify our prayer and praise in order to prepare for the Holy Spirit.