I can see at least two things: A foreshadowing of His ascension, in which He also disappeared from sight, as well as evidence that He was present in the Holy Eucharist.
Rather than uncertainty, He was certainly present to Cleopas and his companion, as well as to Simon Peter and later, the eleven in the upper room. After that, there were the 500 as well as His appearance to Saul on the road to Damascus. Bear in mind that He taught that it was an evil generation that asked for signs, i.e. proof. “Blessed are those who have not seen, and have believed.”
It is good to recall also that Jewish law required the testimony of two or three witnesses to establish the truth of a matter. Thus, we have Peter, James and John present to witness the Transfiguration, the raising of the daughter of Jairus and at His agony in the garden. Further, when the Gospel was committed to writing, we have the three synoptic Gospels - three parallel testimonies which agree to the message of Christ.
Even those He appeared to had their doubts, as they were shocked to find that it was actually Him once their eyes were opened. In that culture, no one would believe any such claims without eyewitnesses. For that very reason, eyewitnesses were needed, but “Blessed are those who have not seen, and have believed.”
As to playing games, God is our Creator and can test us at will. To man, whose knowledge and intellect are limited, it may appear foolish - but not to God. if you mist have proof before you believe, then you lack the first theological virtue: faith. Yet, faith is not blind - it must proceed hand-in-hand with reason. Thus the eyewitnesses and the later written record. Read the prologue to Luke (Luke 1:1-4).
As to the spiritual realm, the spirit is immaterial and must be sensed outside of our normal sensory perception. Our five senses relate specifically to our material bodies and the material world we live in. Yet, God appeals to our spirits via the material world: Via healing our bodies, via our physical consumption of the Holy Eucharist, via the laying on of hands at our confirmation, and via the answered prayers which we can readily observe.
As you age, you will notice that your spirit does not age while your body clearly does. Saint Paul addresses those believers who are still carnal rather than spiritual, and your current crisis of faith reveals that a renewed focus on the spiritual realm would be of great advantage to you. The spirit is recognized and experienced best in silence.
One prayer that is never refused is “Come, Holy Spirit!” The caveat is that your heart must be disposed to receive the Spirit. If you are still in communion with the Church, you might ask someone to lay hands on you and pray over you. A priest first, and possibly the leaders of any Catholic charismatic movement in the area.
Be warned that an open heart that is vulnerable to conversion by the Holy Spirit can experience an amazing, even shocking spiritual transformation. Immediately, or over time.