When Paul, in particular, writes about the Second Coming, we must keep in mind that he is a First Century Jew living in the midst of the Roman Empire. As such, all of his references must be understood in their proper locale. Ancient cities, like Hieropolis for example, often kept their cemeteries outside of the city walls. Cities were encircled by tombs and sarcophagi, mausoleums and graves. As you approached the city, you had to walk for miles in between the burial places before you could get inside the walls.
“A traveler would be met first by the city’s dead outside the gate before encountering the city’s living inside the gate.” John Dominic Crossan
Keep this geographical image in your head as you recall 1 Thessalonians—first the dead, then the living, greeted you as you approached the city.
For this we say to you by the word of the Lord, that we who are alive and remain until the coming of the Lord will by no means precede those who are asleep. For the Lord Himself will descend from heaven with a shout, with the voice of an archangel, and with the trumpet of God. And the dead in Christ will rise first. Then we who are alive and remain shall be caught up together with them in the clouds to meet the Lord in the air. And thus we shall always be with the Lord. 1 Thessalonians 4.15-17
Adapted from Why God Died