Certainly the Apostles must have felt this way. I imagine this is why they needed the angels to tell them, in effect, to "get moving."*
This feast is especially poignant to me, as I'm someone who tends to "miss" Jesus. As much as I whole-heartedly identify with "Bride of Christ" imagery, ultimately the reference to marriage in the conventional sense is sort of an analogy. Even though I can love Him with a very deep and real love, I still won't be able to look at the face of my future Spouse in this life.
However, I find tremendous comfort in the formula for the Solemn Blessing at the end of the Mass for today:
May almighty God bless you on this day
when his only Son ascended into heaven
to prepare a place for you.
After his resurrection, Christ was seen by his disciples.
When he appears as judge
May you be pleasing for ever in his sight.
You believe that Jesus has taken his seat in majesty
at the right hand of the Father.
May you have the joy of experiencing
that he is also with you to the end of time,
according to his promise.
Really, who could ask for anything more?
* see Acts 1:10-11, "While they were looking intently at the sky as he was going, suddenly two men dressed in white garments stood beside them. They said, 'Men of Galilee, why are you standing there, looking at the sky? This Jesus, who has been taken up from you into heaven will return in the same way as you have seen Him going into heaven.'" (from the New American Bible)