The godman Hercules died and ascended to heaven through the clouds:
[S]o when the Tirynthian [Hercules] put off his mortal frame,... Him the Almighty Father sped through the hollow clouds with his team of four, and set him amid the glittering stars.
Ovid, Metamorphosis, 9.271 ff (8 AD), in:
Miller, Frank Justus. Ovid Metamorphoses (1916), pg. 22-3

Let's discuss Pagan and Christian ideas about the shape of the universe.

The Earth, the ancients believed, is at the center of the universe, surrounded by the orbits of the heavenly spheres. A great hierarchy reaches from the Earth up through the spheres of the seven planets (Moon, Mercury, Venus, etc.) to the fixed sphere of the timeless and unchanging stars. The Earth is imperfect; the heavenly spheres are perfect—they're the realm of God.

Christians adopted the Pagan cosmology jot and tittle The Earth is the center of the universe. The moon, sun, planets and stars go around the Earth in perfect circles attached to perfect celestial spheres—the heavens had to be perfect because they are the realm of God.

For the ancients, people are composed of body, soul, and divine intellect. At death the soul and intellect ascend to the moon, leaving the outer shell of the body back on Earth. The divine intellect leaves the soul on the moon and rises to the sphere of the sun and God.

For the ancients this wasn't allegory, it was the rational and literal explanation of the physical structure of the universe—and man's place in it.

For Christians, people are composed of body and soul. At death the soul ascends to heaven, leaving the outer shell of the body back on Earth. The soul ascends to heaven and the sphere of God.

For the Christians for 1700 years this wasn't allegory, it was the rational and literal explanation of the physical structure of the universe—and man's place in it. So when Galileo saw and described mountains on the moon and moons orbiting Jupiter—both observable facts disproving the divine perfection of the heavens—he shook the foundations of the west's three thousand of year old Pagan-Christian cosmology. He published Dialogue on the Two Chief World Systems in 1632; the next year the Church banned the book and tried Galileo for heresy.

If Heaven were a real place, the way the Pagans and early Christians thought, you could see it with a telescope, you could go there. But when you look through a telescope, you don't see Heaven, you see the Earth and planets circling the sun. Now do you see why the Catholic bishops were so highly pissed at Galileo? His experiments destroyed ideas fundamental to their religion.
Now when you read about God on High and Jesus ascending into heaven and coming down from Heaven, you'll know where the notions comes from.