Read John 17.
This is the real Lord's Prayer, the one Jesus actually prayed. As He spoke with the Father, Jesus petitioned for the current disciples in preparation for His leaving them. But He included future believers also (v.20). Why does Jesus leave His followers here? This is a sinful world. Why does He not take believers to heaven immediately upon their salvation?
There at least four parts to understanding what God is up to with keeping believers on earth.
1. Believers in Jesus are in the world. (v.11)
Our Lord acknowledged the situation. In the previous three chapters, Jesus made it clear that with His departure would come the Holy Spirit to indwell and empower believers. They would not be left alone. Though the world be full of sin, temptation, and troubles for those who live for Christ, the Holy Spirit will be present to strengthen and to intercede. We serve Jesus in enemy territory. It is a spiritually dangerous place. We have been issued armor for the spiritual battles (Ephesians 6:10-18). Woe to the Christian who does not understand this. They will live in defeat.
2. Believers in Jesus are not of the world. (v.14)
Not only is our eternal destiny different, but our lifestyles and behaviors are to be distinct. In many ways, a follower of Jesus lives a life separated from the world in thinking, speech, and actions. A revelation to some would be that the Bible does have some do's and don'ts. At the moment of salvation, we have been set apart to God forever; positional sanctification. Then, our responsibility as believers is to live like it (1 Peter 2:9). Living a holy life requires spiritual maturity over time. This is often called progressive sanctification. The point is that while we are in the world we are not to act like those who do not know Jesus.
3. Believers in Jesus are not out of the world...yet. (v.15)
One day believers will be taken out, either by death or rapture. See 1 Thessalonians 4:13-18. In His prayer, Jesus deliberately prayed that His followers not be removed from the earth but be kept from the power of the devil.
4. Believers in Jesus are sent into the world. (v.18)
While we are here we are on a mission. There is only one legitimate reason for God to leave us here. Matthew 28:18-20 and Acts 1:8 are clear. We who know the Lord are to be witnesses to the people of this world of what Jesus has done, what He has done for us, and can do for them. In John 20:21, after the resurrection, Jesus appeared to the disciples. He said, "As the Father has sent me, even so I am sending you."