That's what many atheists ask. “It's God's obligation to prove His existence to me. If Jesus would only show Himself to me, then I'd believe. Why won't He do that?”
First of all, God will make His existence known to anyone who is genuinely searching for Him. Second, a materialist would not believe in Jesus if He appeared. And finally, I think we're fortunate that God hasn't and doesn't reveal Himself to us in that manner.
But we're lucky that He hasn't yet.
In His mercy, God has used His “hiddenness” to prevent our decision to rebel against him from have permanent consequences. Those who have experienced what atheists ask for, a pure revelation of God's existence, are now beyond redemption. An unknown number of angelic beings are now beyond redemption because unlike we humans, their rebellion took place with maximum light and maximum revelation. There are no agnostic angels. That is the type of rebellion from which there is no recovery.
Oh sure, there are utter fools who have tried to bring about the same fate in their own lives with the, um, what is it called? Right, the Blasphemy Project or something like that. But even there, what they are doing is being done out of ignorance. “If there is a God, I'm going to offend Him.” Woohoo!