Jesus came into this world in the most humble way, he was born to a virgin 18 year old who could not afford to give birth in an inn so gave birth in a barn. He was born as a lowly human so He could identify with poverty. He came to identify with humans and what it felt to be like one of us and what temptation, tiredness, loneliness and every other human weakness felt like. He came to forgive the world of sin for all those who believe in Him. He came to be a bridge and only way to the Father and eternal life. He came to sacrifice His life for use so that we could be like Him and have salvation, healing, forgiveness and His grace. By His stripes we are healed. He came to die for us to save us.
BUT when He comes back, he shall be in glory, in majesty, in power, in authority as King of Kings and Lord of Lords and every knee shall bow, every tongue confess the He is Lord. He came as a baby but He will come back in His fullness. He will come in judgement for all who believe will be separated from those who do not. And we will not be able to complain when He does this because at have all had a chance to make a commitment to Him. may have gone off track lol.
The only connection is that He is coming back because is coming back in a completely different way. Hope that helps. If not, expand on what you mean
God bless.