Answer by HH Bhakti Vikāsa Swami: 

Well, the answer is that they weren’t out for very long. They were soon put away again. And viśvāso naiva kartavyaḥ strīṣu rāja-kuleṣu ca – as Cāṇakya Paṇḍita said and Prabhupāda often quoted – never trust a woman or a politician. So, Kaṁsa was not at all reliable, so better to keep a distance. That may be the external reason. There are also the arrangements of the internal energy of the Lord, whereby Balarāma is present with Kṛṣṇa in His childhood pastimes. And Rohiṇī actually has a very important role to play, because, apart from Kṛṣṇa and Balarāma, she is the only one who is present in both Vraja-līlā and Dvārakā-līlā. So she tells the residents of Dvārakā about the Vraja-līlā. So it’s good she stayed, isn’t it? At least the residents of Dvārakā think so. 
The residents of Dvārakā can never believe or accept that Vṛndāvana could be better than Dvārakā, or that Kṛṣṇa was more happy in Vṛndāvana. It’s not within their capacity to understand this. They think that: “Here everything is perfect. We are all here, one big family – the Yadu vaṁśa. And there’s all nice facilities, opulence and servants and everyone’s very happy. How could anything be better than this?” All this talk about Kṛṣṇa being happier and Vraja-līlā being better doesn’t appeal to them. Because whatever situation one is in, in one’s eternal position, he thinks: “This is it. There’s nothing better than this.” 

Hanumān doesn’t want to become a gopī. Hanumān doesn’t say: “I’m fed up of jumping around like a monkey. I think I’ll go and join the rāsa-lila.” He never says that. He is completely satisfied in his situation. But, Rohiṇī, she knows and she often recites the Vraja-līlā to the Dvārakā-vāsīs, who’re also attracted to hear that. They like to hear of Kṛṣṇa’s childhood pastimes. But, especially the queens of Kṛṣṇa, they can never accept that some cowherd girls are better than them. They’re queens, and they’re just some cowherd girls running around with some cows. “How could they be better than us?” So they can never accept that, although they eventually had to. But anyway that’s not the subject of the question.