In Acts 1, Jesus gets to answer (again) the question about when the Kingdom is coming. However, it continues to be framed in terms of the restoration of a David-like monarch who would overthrow the Romans. Jesus seems a bit testy in deflecting that question.
Jesus promises them the Holy Spirit, like he's trying to get them focused on the right thing instead of silly distractions. It is to be power for them as witnesses for him and his ministry.
Jesus' ascension was certainly intended to be humorous, poking fun at those who are waiting for Jesus to return rather than doing the ministry that Jesus taught them. The angels chastize them for their failure to focus on what Jesus was telling them.
Their staring heavenward is a reminder that there are two worlds at play for them now, the sacred and the sinful, and they have a new job to perform. It involves negotiating the two in advocating for the ways of God's Kingdom while situated amid this world.
This gets better portrayal in John 17 as Jesus shares his final prayer for his disciples. Here is where the statement is clear that the disciples are not of the world any longer, but remain within the world.
How do you negotiate between the sacred values of the Kingdom and the more profane values of the world? The sermon video below may be helpful, and note the downloads below the video panel.