Men always seek to proclaim their glory as far and wide as possible. Here is the only one who really has any glory to proclaim, and He comes humbly. It wasn't because He didn't have the power to do things otherwise.
He could have chosen to be born in a fashion that would have brought all creation to their knees in worship. He could have announced His birth to the most powerful and famous men of the day instead of lowly shepherds. He could have had the most luxurious accommodations instead of a stable. But that is not the way of our God. It would not have taken any faith on the part of men if Jesus came in such a manner that His deity was obvious.
Likewise with us, the Lord could manifest Himself to us in such a way that we couldn't miss Him, but that wouldn't please Him. God desires faith and, "without faith it is impossible to please Him" (Hebrews 11:6).
Let's please our Heavenly Father and acknowledge His presence (Hebrews 13:5).