This question already has an answer here:
Voldemort clearly had a good thing going for him when Fudge was in denial about his return. This allowed him free reign to move, manipulate and organise without Ministry interference. In his pursuit of the prophecy, Voldemort purposefully crafted his plan in such a way as to protect that secret. By operating at a distance he could get what he wanted by forcing Harry to take it for him. The risk of disclosure here is next to nil. The idea that Voldemort might show up was so fanciful that Bellatrix laughed at the suggestion.
"Why couldn’t he come and get it himself?”
“Get it himself?” shrieked Bellatrix on a cackle of mad laughter. “The Dark Lord, walk into the Ministry of Magic, when they are so sweetly ignoring his return? The Dark Lord, reveal himself to the Aurors, when at the moment they are wasting their time on my dear cousin?”
(Order Of the Phoenix, Chapter 35, Beyond the Veil)
This makes it all the more surprising when Voldemort does show up in the Atrium a short while later. The Ministry find him and his return is revealed.
I'd understand his thinking if he wanted to bypass Harry altogether, sneak into the Ministry using stealth (who'd doubt that he'd be capable of this?) and take it himself in the middle of the night, causing the minimum of fuss.
I'd understand his thinking too if he'd stuck with his original plan - make Harry take the prophecy, entrust the Death Eaters to collect it and keep his distance.
What I don't understand is encouraging a fight with Harry and co followed by a personal appearance that blows his cover.
Why did he pursue this course of action?