I agree that it would be absurd if someone claimed the final visible return of Christ had already happened in its fullest sense and the Thessalonians somehow missed it. If Christ had already appeared in final glory, the resurrection and gathering had occurred, and the wicked had been judged, no letter would be needed to tell them it had not happened. But that is exactly why I do not think the deception was, “Jesus visibly returned and you missed it.” The deception seems more likely to have been that the day of the Lord was already present, already underway, or immediately upon them. Their persecution could have made that claim believable. Paul is not saying, “You should have noticed if the world ended.” He is saying, “Do not be shaken; the prophetic sequence has not yet unfolded.”
That is why Paul answers with sequence: the falling away must come first, the man of lawlessness must be revealed, the restraint must be removed, and then Christ destroys that lawless power at His coming. So yes, Paul is correcting deception about the day of the Lord. But the correction itself shows the issue was timing and prophetic sequence, not that they had literally missed the final visible return of Christ.