"They worshiped, but they doubted." We worship him, but we doubt. We hold something back, don't we? Even in our most devout moments, we don't always give ourselves fully to the faith that our life is in his hands and that we have nothing to fear because he is always with us. In fact, we tend to live our day to day lives, not like people who fully believe in the resurrection and the hope and joy that gives us, but like people who can easily get upset by the smallest of things. It takes great grace to be freed by the Good News, "I am with you always."
The second thing we tend to do is to catch ourselves "standing there looking at the sky." Jesus will return in glory, but we aren't supposed to stand flat footed, waiting for the return. We have a mission. Too often we get caught realising that our faith in Jesus, the gift of grace given to us, is not just about keeping us from sin. It is not only about our relationship with Jesus - saying our prayers and avoiding evil. We are called to take his place in this world and to share the Good News with others - to make a real difference in bringing others to the Lord.
The Ascension of Our Lord marks the culmination of Christ’s mission on earth and marks the beginning of the apostles’ mission to all nations. The apostles and disciples are to spread to the entire world what Jesus Christ accomplished in his human life within the confines of Israel. This is how God has planned our salvation.
Essentially, our task is to communicate the divine life of God, through Baptism, and to instruct in the ways of Christian life, after all it was Jesus himself who gave us the authority of the Holy Trinity to baptise the people of the world in their name. This is what makes the Ascension so important: we are now to act in the place of Christ, to take the place of the physically absent Christ in the world and make him visible and audible through our earthly lives. We are now the new disciples of the Lord, and it up to us when we are sent from Mass to “Go and announce the Gospel of the Lord".
Items #659-664 in the Catechism of the Catholic Church say more about the Ascension.