Why is the coming of Jesus so important?

It's important for several reasons. The primary one is that He promised He would. His integrity and credibility are on the line. (See John 14:2,3.)

From a human standpoint, His return halts the mathematically certain extinction of all mankind.

Matthew 24:21 For then shall be great tribulation, such as was not since the beginning of the world to this time, no, nor ever shall be.

Matthew 24:22 And except those days should be shortened, there should no flesh be saved: but for the elect's sake those days shall be shortened.

His return will also mark the beginning of a genuinely "new world order." (See Isaiah 9:6,7; Isaiah 24:23; Micah 4:2; Zechariah 14:16-18; Revelation 19:15.)

His arrival will mark the close of the dispensation of "amazing grace, " where mankind has had the opportunity to be "saved"/ "born again"/ "born from above"/accept Jesus as your savior"/ AND to be resurrected AND to reign with Him for the thousand years immediately following. (Revelation 20:4,5.)