As Jesus traveled toward Bethany, He learned that Lazarus had been buried four days ago. Many had already come out to comfort Mary and Martha about the loss of their brother. Martha heard that Jesus was coming and ran out to meet Him, but Mary stayed home. Martha said to Jesus, “Lord, if you had been here, my brother would not have died.” She had no idea that this death would be used for the glory of God. But Jesus assured her that Lazarus would live again. Martha, still not understanding, thought Jesus was referring to the final resurrection. But Jesus told her that those that believe in Him will never die. Jesus asked Martha if she believed this. She said, “Yes, Lord, I believe that You are the Christ…. “. But her answer did not acknowledge what Jesus had asked her. If she truly believed, would she have thought that Lazarus died just because Jesus wasn’t physically present?
The Holy Spirit had not yet been sent to remain on the earth and would not be here until Jesus ascended, so we can understand how Martha and the others might have thought that Jesus had to be physically present to heal Lazarus. But, thank God, we have His promise that Christ, in the form of the Holy Spirit, abides in us and that we are in Christ Jesus. We are never without Jesus. He will never leave us or forsake us.
20 And we know that the Son of God has come, and has given us understanding so that we may know Him who is true; and we are in Him who is true, in His Son Jesus Christ. This is the true God and eternal life.—1 John 5:20 (NASB)
If we truly believe this, why do we worry and fret? Isn’t dying for and in Christ to be much more desired than living in this sinful world? As Paul said:

To Live or to Die