The disciples have no idea that Jesus is about to go to the cross. They are filled with sorrow that He is even talking about going away. Yet, He is not going to leave them alone. Jesus says that it is to their advantage if the Helper, the Holy Spirit, comes. This is a promise that was given in the OT. We see it spelled out in Joel 2:28. Jesus is going to be leaving, but He will not leave His people alone.