All the great religions of the world teach of a Promised One, coming during a time of great world cataclysms and ushering in a new era of righteousness. In the American psyche, this is most pronounced in Christian prophecies of the seven years of tribulation, the anti-Christ, and the battle of Armageddon.
Baha'u'llah's revelation fulfills the expectations of a second coming of Christ, but not as commonly interpreted. In a repeat of the first coming, Christian clergy are expecting their prophecies to be fulfilled literally. Jesus experienced a similar attitude. The Jewish priests thought the Messiah would come as a political ruler who would burn his enemies like chaff and rule as a king. Instead of seizing political power, Jesus said His kingdom is "not of this world" and "inside you" and "among you". He called the priests hypocrites and vipers, so they killed him.
Just as the Jewish priests were blinded by their own scripture from recognizing the Manifestation of God, now Christians shut their ears when they hear the claim of Jesus returned because they are told by their priests that they should not investigate any claim of divinity. They are sitting around waiting for the end times, and to them it will be so obvious that they don't have to watch. I've lost track of how many Christians have told me that they have no need to investigate Baha'u'llah's claims because the return of Jesus will be "obvious", despite some strongly worded scripture saying the opposite.
So with this background, occasionally Christians want to look deeper and ask some questions about prophecies.