Where Jesus was from was a big deal to the people - and it should have been. His earthly origins - the place he was born, the place he was raised, and his parents' lineage were all prophesied hundreds of years before He was born. His fulfillment of those prophecies (and many, many more) was God's testimony to his heavenly origin. They were evidence that before He was born as a human He existed eternally as God the Son in Heaven. Where He came from (from God the Father in Heaven) was where He would return after offering His life for sinners. When there, He would send the Holy Spirit to deliver the treasures of what He purchased on the cross to the hearts of those who've entrusted their lives to Him - like a river of blessing from heaven. He took, in His flesh, what we deserved on the cross, so through the Spirit, we have what Jesus has, we receive His identity, and we belong where Jesus is.