I think they're not supposed to leave. Yet anyway. Until everyone figures out what their PURPOSE (locke's big saying) is, the island won't let them leave. But if you think a bout it what have any of them got back in "the real world"
Here's whats waiting for them
Locke - wheelchair
Kate - Handcuffs
Sawyer - Possible jail time
Jack - a funeral for his father/ an ex wife that doesn't want to see him
Charile - a band with no future (I know he's dead.. don't say it)
Claire- A family for HER baby
Sun/Jin - really pissed of royal imperial family
Hurley - A curse/ friend who he lost
Desmond- He actually has somthing to get back to PENNY he can go!
But overall u see what I mean Locke knows all of this, he also knows that the island won't let them go until they pass their test. This is why Walt and Mikey will be back soon. I know its alot to process but try to consider it.