Thousands of migrants returned to Mexico under the Trump administration’s “Remain in Mexico” policy have given up their asylum claims, with many of them returning home, according to statistics included in a new assessment of the policy released this week by the Department of Homeland Security. The policy, known formally as the Migrant Protection Protocols, sends migrants seeking asylum at the southern border back to Mexico for the duration of immigration proceedings. It is a cornerstone of the administration’s efforts to end “catch and release,” by which migrants are released into the U.S. while their cases are heard. Hearings have...