The HolySpirit of Jesus was with them while He ministered on earth and His HolySpirit would come to be in them on the day of Pentecost.
Why do people, including Christians, not receive the HolySpirit, the SpiritOfChrist? They cannot see Him.
No one can see the HolySpirit and so men go about creating a god that they can see or at least visualize.
It is idolatry to try to visualize the HolySpirit apart from His express image, Christ Jesus. This is why we come to the Father (HolySpirit) in the name of Jesus.
We receive the HolySpirit of Jesus by asking in faith just like we received remission of sins and were BornAgain. Both come by and through faith in our Lord Jesus Christ.