Why do transfer players go back to their old clubs when they play in the Champions League?

I think you misunderstood. The transferred player will not return to his original club to play football. Uefa stipulates that a player can only play for one team in a season. If this player has played in the Champions League for Team A this season, then he can't play in the Champions League for Team B any more. Therefore, a player who has already participated in the Champions League on behalf of his former club cannot participate in the Champions League if he moves to a new team within one season.