Prophet Issa (peace be upon him) has been mentioned several times in the Qur’an and him being saved from death of any sort and returning have also been mentioned very clearly.
[Qur’an 61:14] Oh you who believe! Become the helper of Allah, like the disciples of Issa, the son of Mary. He asked his disciples, “Who will help me for (the sake of) Allah?” They replied, “We are the helpers of Allah!” A group of the Israelites believed him, and another group rejected. Then, We assisted the believers against their enemies, so the believers prevailed.
The prevailing believers were the disciples of Issa (peace be upon him). They too were the enemy of the disbelievers. Prophet Issa (peace be upon him) is also included in the believers and his death would have proved the disbelievers victorious. The Jews boasted of killing Prophet Issa (peace be upon him) and his death would have proven that he was not the Messiah.
Therefore, when Allah says that the believers were victorious, it means that Prophet Issa (peace be upon him) was saved from humiliation and from death. Surviving the cross and escaping to somewhere else would have been cowardice not to be associated with a Prophet of Allah Almighty. Migration is a good deed but this theory of running away and not coming back later to punish the culprits is just plain cowardice which Muslims are unwilling to accept. Running away without coming back to take revenge for the sake of Allah (not personal – remember that the Deen of Allah was mocked and ridiculed by the disbelievers) would mean that the disbelievers prevailed which is totally against the above-mentioned verse and against what Prophet Muhammad (may upon him be mercy of Allah and peace) and other Prophets did.
[037:171] Already has Our Word been passed before (this) to our Servants sent (by Us),
[037:172] That they would certainly be assisted,
Prophet Issa (peace be upon him) was also assisted by Allah Almighty by being saved from humiliation and death! Regarding this point, the deviants argue that if this is humiliation and disgrace, then how are murders of other Prophets explained; were not they disgraced by being put to death? It may appear so but for that we would have to look at the mission of each Prophet. Death by enemies is martyrdom and that is not a disgrace but a reward but if the mission fails, then the enemies would succeed. Mission of some Prophets was to bring the people back to the true path and not to lead as the head of the state; for this we have the example of Prophet Shammil (Samuel – peace be upon him) who appointed Taalut (Saul) as the king. What must also be kept in mind is that Prophet rejecting nations were destroyed.