I believe Jesus is alluding to the fact He must leave, therefore, don't hold on to Him. If He stays then He won't send the Holy Spirit.
John 16:5-11
5But now I go my way to him that sent me; and none of you asketh me, Whither goest thou?
6But because I have said these things unto you, sorrow hath filled your heart.
7Nevertheless I tell you the truth; It is expedient for you that I go away: for if I go not away, the Comforter will not come unto you; but if I depart, I will send him unto you.
8And when he is come, he will reprove the world of sin, and of righteousness, and of judgment:
9Of sin, because they believe not on me;
10Of righteousness, because I go to my Father, and ye see me no more;
11Of judgment, because the prince of this world is judged.