He didn't exactly come home to the best of situations. Seeing one of his closest friends gone, on top of the fact that he clearly remembered his very short stay the last time he was around, made him feel as if he'd let his friends down for an entire year--rather unjustly so, I'm aware.

After all, who can really control who gets sent home, or who gets brought here? He sure as hell can't. Plus, he has a very distinct hate for being alone. Losing Rise, someone he trusts as a very close friend in his circle, hurt him more than anything else ever could. He may well sink into it again, at least briefly, if anyone else he knows by heart, like Naoto or Yukiko, gets sent back as well.