When Jesus walked on this earth in His physical body, He was subject to many physical limitations. He could not always be with every one of His disciples all the time. Through the ministry of the Holy Spirit, He could. Instead of Satan getting rid of Jesus, 120 "little Christs" (that is literally what the word "Christian" means) came out of the upper room on the day of Pentecost.
Jesus taught His disciples as no teacher ever had, yet they had very little understanding because they were not born again. When the Holy Spirit came, He lead them into all truth and even showed them things to come.
The list of advantages of having the Holy Spirit in us as compared to having Jesus with us in His physical body, goes on and on. The advantages can all be summed up in that Jesus' power is now complete (Matthew 28:18) and no longer confined to one physical body.
There is no such thing as victorious Christian living without a moment by moment, hour by hour, day by day dependence upon the Spirit of God. Not only is the Christian life hard to live but it is impossible to live without the power of God Himself.