Sri Chinmoy: When they return to Heaven, they see the difference between Heaven and earth. Right now all the previous spiritual Masters are enjoying life in Heaven. While on earth they said that they will come back even if one dog remains unrealised. Now perhaps they feel that all human beings are worse than dogs, so they won't come back.
Here I am joking with you, but actually what bothers spiritual Masters most is earth's ungratefulness and non-acceptance. Ungratefulness they don't mind as much as non-acceptance: this is the earth-consciousness. No matter what one does, people are ungrateful. Although today someone is ungrateful, the spiritual Master hopes that tomorrow he may accept the light. But if tomorrow also he does not accept it, then what can the spiritual Master do?
If I give you something, you may not show gratitude. But if you do offer me your gratitude, then your strength increases, your receptivity increases and your capacity increases. Without gratitude, these things do not increase, and so the next time you just reject it, you throw it away. Then what am I going to do? This non-acceptance is why spiritual Masters do not desire to return to earth.