why did Ulysses return to Circe's island after he visited the underworld?

The shade (ghost or spirit) of Elpenor, one of Odysseus' men whom he spoke to in Hades, begged Odysseus to give him the proper funeral rites. The Greeks believed that a soul suffered and could not be at rest unless it was properly buried (this was the impetus for the plot of Antigone). Since Odysseus had promised to give him all the proper funeral rites, he needed to go back to Circe's island to do so