How many times have we looked at someone or something and thought in our hearts that this must be it but it eventually turned not to be? You don't have to amswer that.
Elijah had good reason to expect to see or hear from God.
It was God who told him to come to the mountain. It was a clear cut direction and the direction came as a result of a copnversation held weeks back. He was fleeing and hiding from Jezebel when God approached him. He told the Lord his own version of the story and his thoughts about it and God as if saying that they should hold this conversation in a more condusive environment, told him to get to a mountain.
He had angelic encounter along the way. This would have further butteressed the first point. First the discussion and secondly an angel met him along the way. The angel actually roused him from sleep, indicating or implying that he was being watched over as he headed towards the point of rendevous.
He ate angel's food. Along the way, after being roused up, he was more or less served a meal in bed. He was been givem first class service all the way by spiritual beings as he was ushered on the meet The Spirit and creator of all beings. It won't be too far fetched if he imagined himself from that moment on being treated like royalty along his journey. He could have been chauffer driven in chariots of gold in the midst of an entourage and as he got to the mountains, angellic beings would line the streets and throw their robes and palm fronds on the ground as he glided by towards the majestic throne room of The Almighty.
He received miraculous strength. Who would go forty days without food and with strength and not imagine that God Himself will be waiting at the base of that mountain to lead him on to some private room to continue the discussion?
But Elijah got to the mountain. The ground shook, the wind blew and there was fire, God was in neither. Samuel saw Eliab and rose to pour the oil on his head but God was not in the fire. He looked the part and six more men of the stock of Jesse passed by, everyone of them "kings" but God was upon neither, God was not in the fire. Saul waited and waited and when he saw that men were scattering, he decided to do the sacrifice himself, God was not in the scattering, God was not in the fire.
After all this years, we still walk by sight yet God is not in the fire. We still look and judge by what we see but God is not in the fire. We say if its God then it must feel and look a certain way but God is not in the fire. This is sum of the matter: God is not in the fire.