The explanation likely won't help. They were apparently brought from an entirely different world from my own... The headmaster has supposedly been researching a way to send them back, but it seems he's had no luck.

[Of course, Dire Crowley is Notoriously Useless, so Riddle is personally taking that with a grain of salt.]

In other words, it may be more complicated to return than to be brought here ... wherever here happens to be.