Because faith and religion is not about proof or evidence. It is not about logic or rationality, either. It is about belief. They believe Christ will come back, and they will continue waiting, for as long as that faith is alive. So, it doesn't matter if Christians are still waiting for Christ 2000 years later. Not even if they continue to wait for another 2000 years. Christians believe in it. It is their right, and we are not in a position to question it. It is their faith, after all.