The return of Jesus must not be confused with the Rapture, a different event which occurs first. Messiah does not name the specific location of His return but does give an indication: where the body is; there will be vultures gathered. In the Old Testament, reference to the ‘body' symbolically means ‘Israel' and 'birds of prey’ means 'Gentile armies’. (Matthew 24:28).
So Messiah will return where Israel is located and simultaneously where Gentile armies will gather. Petra then is the hiding place for Israel in the Tribulation the sheep pen of the remnant. The audience of the time would have known passages like Isaiah 34:1-7 and 63:1-6. His answer is the city of Bozrah, better known today as Petra its Greek name. Furthermore, Jesus's response is consistent with other verses concerning the day that the 'Son of Man' is revealed (Luke 17:30).
In short Israel flees to Edom (Petra/Bozrah is in Edom) to escape the last 1/2 of the Great Tribulation (times = 2 years, time = 1 year and 1/2 time = 1/2 year ... total = 3.5 years).