Will Jesus return on a white horse?

[Darwinian]

Rather than go through all these mental gymnastics isn't just simpler and more logical to assume that he doesn't come and say hello because he doesn't exist?

Yes is the short answer, but consider this, why bother as scientists trying to find the answer to the origin of life the universe and everything when our experience so far seems to lead us just onward to an infinity of causality which means we can never get an answer. Would it not be a simpler and more logical approach to just accept a start does not exist so why go through mental gymnastics about dimensions on dimensions. Have you ever heard of the square root of 1. According to mathematics it doesn't exist, its called in maths an imaginary number. But so much physics is explained by use of this imaginary number.

Because humans are intensely curious about the universe around them which is why religion is such an unsatisfactory dead end.