They didn't all return. Many settled elsewhere -- never to return.
As far as Simon Magus goes, where is your evidence that Simon Magus was ever even in Rome? It's not in the Bible, that's for sure. The only thing I've found are a few hints from the church fathers, or Catholic pious tradition, which you don't trust in any other context (like, say, when it says that Peter died in Rome).
In fact, there's a Catholic church in Rome that claims to be built on the spot where Simon Magus died. (In fact, they claim to have the stone where Peter and Paul knelt to pray imprecations against Simon; hardly a complementary reference to Mr. Magus.)
The idea that Constantine somehow hoodwinked the Roman Christians into venerating the tomb of Simon Magus is just silly. The tomb was clearly venerated by Christians long before Constantine was hatched.