Where do you think God is?
And yes, Jesus comes back to earth, and He brings His saints with Him. So where have they been this whole time?
Besides, in Revelation, when John is in heaven, he sees saints standing there.
Revelation 7:9-14 After this I looked, and behold, a great multitude that no one could number, from every nation, from all tribes and peoples and languages, standing before the throne and before the Lamb, clothed in white robes, with palm branches in their hands, and crying out with a loud voice, “Salvation belongs to our God who sits on the throne, and to the Lamb!”
And all the angels were standing around the throne and around the elders and the four living creatures, and they fell on their faces before the throne and worshiped God, saying, “Amen! Blessing and glory and wisdom and thanksgiving and honor and power and might be to our God forever and ever! Amen.”
Then one of the elders addressed me, saying, “Who are these, clothed in white robes, and from where have they come?” I said to him, “Sir, you know.” And he said to me, “These are the ones coming out of the great tribulation. They have washed their robes and made them white in the blood of the Lamb.
Where? Dead, awaiting resurrection. “These are the ones coming out of the great tribulation” implies that the tribulation is finished. Never in the Bible does it say that any contingent of saints returns with Jesus. The Bible always says that those who return with Him are angels, and one of their tasks is to gather the elect. When that is done the resurrected faithful and the survivors of the tribulation caught up in the air come before Jesus’s judgment throne, where believers will receive the rewards that Jesus says He will bring back with Him. Perhaps one of the rewards is to appear once before God’s throne before returning to reign on earth with Christ 1,000 years.