If they had been thinking of the country they had left, they would have had opportunity to return.
This verse reminds me of Lot's wife. You remember that story from Sunday School, don't you? Lot's family is fleeing Sodom at the warning of the two angels. One of the last commands that they are given before they leave is, "Do not look back!" As they are running across the hills the towns are being destroyed by fire and brimstone. Lot's wife takes a glance back and is suddenly turned into a pillar of salt.
Lot's wife wanted to partake in Sodom, she wanted to live there and partake in that kind of life. Even though leaving meant salvation, she still longed for what she was leaving. So she became a partaker in their fate.
People of faith do not look back. They look for and long for the country to which they are heading. If they would have looked back, they would have gone back, but faith does not look back.
When we choose to leave this world and follow after Christ, there should be no looking back. Once a man came to Christ and said, "Lord, I want to follow you... but... um...first I want to bury my father."
Jesus responded with, "Let the dead bury their dead."
What a statement, but you can't be looking back when you chase after Christ. There can be no looking over the shoulder and no hesitation. We are leaving that country, and have already become citizens of heaven.