Mark 5:18–20 (NKJV): 18 And when He got into the boat, he who had been demon-possessed begged Him that he might be with Him. 19 However, Jesus did not permit him, but said to him, “Go home to your friends, and tell them what great things the Lord has done for you, and how He has had compassion on you.” 20 And he departed and began to proclaim in Decapolis all that Jesus had done for him; and all marveled.
I don't think any of us quite comprehend Jesus' refusing to allow anyone to follow Him. Some of the blame needs to be on the evangelical church and its preoccupation of people making a profession of faith verses true faith in following Christ, but even still, telling the one who wants to be with Jesus, no, is something we may never wrap our head around. So then, what would be more important than someone being with Jesus? I think we know the answer to that, it is obeying God. This is what Jesus was asking the Demoniac to do, be obedient. There was something more important to Christ at this time and for the people of the this country - a gospel witness. This man would now be able to reach people in an unique way, because he was one of them. Is not this why people who come to faith in Christ are still here rather than transported to heaven? are we not here to reach those within our sphere of influence for the cause of Christ? But obviously, we do not use this scripture to try and establish that Jesus never wants us to be with Him, or that being with Him is somehow shirking one's responsibility to make disciples. We only need to look at what Jesus said to Martha in regards to her sister Mary, "Mary has chosen that good part…". It is always right and desirable to sit at the feet of the master, but when the Master says no because he has something else for us to do, then we listen and obey.