Actually as he is rising to heaven , he is looking down at the cross and thinking how cruel it was to die this way, And the worst thing would be to come back and all my followers are wearing a cross only to remind me of the pain, I hope they are not stupid enough to wear a reminder of this sort
But Jesus did fly in the Bible.....
Acts chapter 1
9 And after He had said these things, He was lifted up while they were looking on, and a cloud received Him out of their sight. 10 And as they were gazing intently into [h]the sky while He was going, behold, two men in white clothing stood beside them. 11 They also said, “Men of Galilee, why do you stand looking into [i]the sky? This Jesus, who has been taken up from you into heaven, will come in just the same way as you have watched Him go into heaven.”
Jesus flew up to Heaven.....now isn't this a ridiculous absurd story?
He didn't want to fly because he knew Mohammed would do it a thousand or so years later and usurp his idea.
I'm rather more curious about why Jesus didn't master the Kamehameha wave. It would have been useful during Matthew 4:1-11.