Coming in the clouds of heaven is a common theme in the Old Testament. The language is a figure of speech. They usually denote judgment on people who would do harm to His people. To be sure when the disciples heard that Messiah was coming in the clouds for Jerusalem they did not think it was a good tidings of great joy for Jerusalem. They knew this phrase meant judgment.

In the clouds

When the people murmured against the LORD

And as Aaron spoke to the whole congregation of the people of Israel, they looked toward the wilderness, and behold, the glory of the LORD appeared in the cloud. Ex. 16:10

In the 104th Psalm where He is presented as the creator and destroyer

. . . who hast laid the beams of thy chambers on the waters, who makest the clouds thy chariot, who ridest on the wings of the wind, Psa. 104:3

On the judgment of Egypt

An oracle concerning Egypt. 

Behold, the LORD is riding on a swift cloud and comes to Egypt; 

and the idols of Egypt will tremble at his presence, 

and the heart of the Egyptians will melt within them. Is. 19:1

On the judgment of Judah

Behold, he comes up like clouds, 

his chariots like the whirlwind;

 his horses are swifter than eagles — woe to us, 

for we are ruined! 

O Jerusalem, wash your heart from wickedness, 

that you may be saved. 

How long shall your evil thoughts lodge within you? Jer. 4:13-14

On the judgment of the Little Horn

I saw in the night visions, and behold, with the clouds of heaven there came one like a son of man, and he came to the Ancient of Days and was presented before him. Dan. 7:13

Anyone familiar with the Old Testament would never have thought that this meant a glorious return.

[Other passages where God came in the clouds: Ex 19:9; 34:5; Ps 18:9-12; Ezek 30:3-4, 18-19; Joel 2:1-2; Nahum 1:3; Zeph 1:14-15; Mark 13:26; 14:62; Rev 1:7; 14:14]

. . . then will appear the sign of the Son of man in heaven, and then all the tribes of the earth will mourn, and they will see the Son of man coming on the clouds of heaven with power and great glory; Matt. 24:30

The current teaching that The Olivet Discourse is about the Second Coming disregards the common usage of “coming in the clouds” nor does it take into account the context that the disciples asked about the temple when he was coming to take it down, and when was their age going to end.

“Coming in the clouds” is judgment, not rescue.

See Also: I am coming soon