They did not know the way quite as well as Christ may have liked that they did. This is why Thomas asked in verse 5, "How can we know the way?"
John W. Ritenbaugh
The Covenants, Grace, and Law (Part 2)
Many Protestants try to use these verses to "prove" that the saints go to heaven. Here, too, they make assumptions, such as understanding "house" only as a dwelling, rather than as a family or dynasty. Thus, they narrowly define place as "an ornate abode, a mansion or palace" instead of a "position," "office," "role," or "spot."
They gloss over the fact that Jesus says directly in this context that He would "come again." Where? To earth! He then says He will receive the saints to Himself. If He remains on earth to rule the nations, then the saints will rule with Him on the earth! Many scriptures show very plainly that God's Kingdom will be on the earth (Psalm 2:6-8; Jeremiah 23:5; Daniel 2:35, 44-45; 7:27; Zechariah 9:9-10; Revelation 11:15).
Richard T. Ritenbaugh
Caught Up in the Rapture
Other commentary entries containing this verse:
1 Thessalonians 4:16-17
1 Thessalonians 4:17
2 Thessalonians 1:7-10