As for reasons:

Challenger would have to go back just to prove to everybody that he was right and they were wrong, so there!

Summerlee has an obligation to the Zoological Society to go back to verify Challenger. That's why he came on the expedition to begin with.

Malone would probably have the best reason for staying (ie Veronica) and one of the others could deliver his journal to his editor for him, but I think that he would feel obliged to turn it in himself. I also think that he would feel obliged to see Gladys once more just to tell her in person that they weren't right for each other (he's just that kind of honorable guy). 'Course by that time she's probably already married to the accountant so it would have been a wasted trip, but I still believe that he would *need* to see her.

Roxton would go back if for no other reason than to tie up loose ends. I got the impression in "Cave of Fear" that his poor mother was still alive and he would certainly feel an obligation to her. I'm not sure what sort of obligations a lordship entails in the early twentieth century, but since he seems to have spent most of his time on safari anyway I doubt that it requires much.

Marguerite would go back because if everybody else left she and Veronica would probably kill each other in about four days. ;)

I seem to have used the word "obligated" a lot. I think that the main reason that any of them would return is not necessarily that they want to go, but that they feel like they owe it to other people.