I had not understood the full story here. They are not just waiting for JFK, Jr. They also believe that the original JFK will be resurrected, along with various other dead luminaries.
“Two weeks ago, when JFK failed to materialize, Protzman led his followers to a $300-a-ticket Rolling Stones concert that was taking place in the city and now claims without any evidence that the band had actually been replaced by Michael Jackson (playing Mick Jagger), JFK Jr. (Keith Richards), and Prince (drummer Steve Jordan), while one of the backing singers was replaced by Aaliyah, the U.S. singer who died in a plane crash in 2001.”
The Protzman mentioned above is their tinfoil-hat numerologist and prophet. I am not kidding about the hat.

