Why would Jesus Christ ascend, then descend again? Millenialism, as such, postulates the return of Jesus Christ to this present earth to reign for a thousand, literal, years. The evidence for this is taken from the visionary mention in Revelation. This view has serious Gospel implications regarding an earthly reign and regarding the concept (held by some) of the re-instating of sacrifices on earth. The article to which I have linked, explains various historic forms of this doctrine.
Anti-Millenialism states that resurrected saints and saints remaining on earth, will be caught up from this present earth to Jesus Christ and there shall be new heavens and a new earth (once Judgment is effected). They say that the thousand years in Revelation is a symbolic figure and relates to the present rule of Christ over deceased saints in heaven and faithful saints on earth, in a reign of Spirit, not physical. Importantly, and importantly to my present question, they say that Jesus Christ shall never set foot, again, on this present earth.
There are implications to Jesus Christ returning to earth for a thousand years and re-instating an earthly reign : implications regarding the parables of Jesus, which express an immediacy and urgency regarding an everlasting Kingdom; and implications regarding the apostolic epistles which, again, express immediacy and urgency regarding a finality associated, immediately, with the return of Jesus Christ.
My question is, Why did Jesus Christ ascend, if only to descend again, thereafter, in order to establish an earthly kingdom ?
Why ascend at all ? Why not remain and reign on earth ?
What do those say who adhere to the Millenial system ?
According to Ellis Skolfield:

The Greek word translated thousand, here and through the rest of
Revelation 20, is χίλιοι, chilioi, an indefinite plural of χιλιάς
chilias, one thousand.

His contention was that millennium should instead be rendered as &quot;millennia&quot;, meaning two or more. He accepts a literal &quot;millennium&quot; period, but insists that the length was not set at a single thousand years.
Regardless of length, your question is &quot;Why?&quot;
The time we live in now is the time of preparation. God is preparing his church to be ready for his return.

Let us rejoice and be glad and give him glory! For the wedding of the
Lamb has come, and his bride has made herself ready. (Revelation 19:7)

If you read Ecclesiastes 3, you will see the many trials and phases that the church must go through before reaching full maturity:
There is a time for everything,
    and a season for every activity under the heavens:

2     a time to be born and a time to die,
    a time to plant and a time to uproot,
3     a time to kill and a time to heal,
    a time to tear down and a time to build,
4     a time to weep and a time to laugh,
    a time to mourn and a time to dance,
5     a time to scatter stones and a time to gather them,
    a time to embrace and a time to refrain from embracing,
6     a time to search and a time to give up,
    a time to keep and a time to throw away,
7     a time to tear and a time to mend,
    a time to be silent and a time to speak,
8     a time to love and a time to hate,
    a time for war and a time for peace.

The above verses describe all the challenges that a child must go through to reach full maturity as an adult (at roughly age forty). They also apply to the church as the &quot;Body of Christ&quot; or &quot;Bride of Christ&quot;.
As you can see, the last two times that the church must endure are a time for war and a time for peace. The time for war is Armageddon, the great battle in Revelation. The time for peace is the millennium.
When a person reaches full maturity, then they are ready for the great work of their life, whatever that may be. When the church reaches full maturity after the time of war, it will be ready for the great work of the church.
What is that great work? I am not sure and do not want to speculate. But it is to join the fully mature church to accomplish that great work that Christ is coming back. It is a work that we will be doing together.
UPDATE:
Why did Jesus ascend?

7 But very truly I tell you, it is for your good that I am going away.
Unless I go away, the Advocate will not come to you; but if I go, I
will send him to you. (John 16:7)

Unless Jesus ascended, the Father and he (unless you are Eastern Orthodox, filioque and all) could not send the Holy Spirit.
Also, Jesus prayed in John 17 for those who would believe in him who had never met him. Then after he rose:

29 Then Jesus told him, “Because you have seen me, you have believed;
blessed are those who have not seen and yet have believed.” (John 20:29)

Jesus' prophetic words could not come true unless he went away. God is not a liar. If Jesus promises something, he has to do it. If there are to be believers who never see Jesus in the flesh but only hear about him from others, then he must leave.
Who has gone up to heaven and come down?
    Whose hands have gathered up the wind?
Who has wrapped up the waters in a cloak?
    Who has established all the ends of the earth?
What is his name, and what is the name of his son?
    Surely you know!

5 “Every word of God is flawless;
    he is a shield to those who take refuge in him.
6 Do not add to his words,
    or he will rebuke you and prove you a liar. (Proverbs 30:4-6)

Ultimately, it all comes down to this: Jesus ascended into heaven in fulfilment of the scriptures. Jesus did it in obediance to the Father.