Hi moreconfused,
In my opinion, they come back because brainwashing is such a powerful cult tool. It has been drilled in the heads of members that the world is a dark and scary place and one will never be successful upon leaving. I was personally told that the "world will eat me up and spit me back out" which has never happened btw. Also, due to the shunning that one experiences, they become traumatized and miss their family and so-called "friends" whom are actively avoiding them, so they come back to gain that association again. Also, as others have mentioned above, the organization is familiar, especially for those that were born in.