Because Jesus said so;

“Let not your heart be troubled:

Ye believe in God, believe also in Me.

In my Father’s house are many mansions:

If it were not so, I would have told you.

I go to prepare a place for you.

And if I go and prepare a place for you,

I will come again, and receive you unto myself;

That where I am, there ye may be also,”

John 14:1-3