'The Bible says that Christ will return on the clouds but Baha'u'llah came into the world the way everyone else does.'
Suggestion: Remind them that Jesus also came into the world the first time through the womb of His mother and explain to them the true meaning of "the clouds". Refer to the following quotes: [kiq 66:2,esw 14:2,gwb 26:1] (6:8) see

End of Quote