He was never in 'the nation of Israel' at all, just in the land of the promise and where the nation had once been.
Quick history of bloodline (which needs to be fact checked as it is all from memory)
Abraham begets Isaac who begets Jacob/Israel, Israel has 12 sons who become tribes who with Ephriam and Manasseh will become the nation.
Joseph, (2nd to last son of Israel) is sold into slavery to Egypt. Joseph interprets dreams and finally is called to tell and interpret the kings dream, and in doing so becomes 2nd in charge in Egypt. Time goes on, he dies, new kings come, "Israel" become slaves for 400 years. Moses is born, the plagues come followed by the Exodus. 40 years in the wilderness follow until all the scaredy cats die (a history lesson parts of the present day 'church' seems to have missed), then they all finally go into promise land to become the nation of Israel.
So, they all go into the promise land conquer the peoples who in the mean time settled there, where they all receive their allotments of land and the nation of Israel is born. While the people followed His commands and do all they had promised they would, Israel is on the road to becoming the greatest kingdom on earth. But, wanting to be like the rest of the kingdoms, they ask for an earthly king. So, God, after warning them, lets them have one. The first one didn't work out so well so God made David the King and he became king over ALL Israel. Then his son Solomon became king but he allowed idolatry to come in through his wives/concubines, and the nation having fallen deeply into sin was divided into two, the Northern 10 tribes, called the House of Israel, and the southern 2, the House of Judah.
Because of idolatry, the 'curses' God promised soon went into effect, first for the House of Israel. Their lands were slowly conquered by the Assyrians until there were no Northern tribes left. The Southern tribes, not having learned from their northern brethren, did worse and they went into the captivity by the Babylon empire and with that,
The nation of Israel no longer existed as a nation.
His people still existed, the land still existed, the cities still existed, but not Israel as a nation. The House of Israel, the 10 northern tribes coming out of the Assyrian captivity never went back to their lands. Instead God sifted and scattered them to all the ends of the earth and amongst the gentiles and although THEY 'forgot' who they were, GOD didn't. They had 'prophecies' to fulfil, and those prophecies are being fulfilled to this day...just as the Southern tribes would although they would NEVER forget who they were.
By the time Jesus walked the earth, the Temple had been rebuilt but was under Roman rule. How all this came about is given in the Old Testament. The book of Daniel, for me, (at this time anyhow) gives us the 'how when where why and whos' of how that came about.
When you step back and look at it the 'temple' was rebuilt FOR THE MESSIAH, and it was then destroyed because the one it was built for was no longer around.
And no, He never left that part of the world once He returned that I know of
