Why hasn't Christ returned?

Two reasons: prophecy has not yet been fulfilled with regard to the world and it's disobedience. And the Lord is merciful not wanting anyone to experience His fire. So no matter what leaders tell you, your particular place of worship cannot truthfully tell you only certain believers (those who think they are better following certain laws or rules) please worry about yourself and your family and to those who do not know the joy of service to our Messiah!