Together Daniel being 90+ years old in the 3rd year of Cyrus (~535 BC) according Daniel 10:1, there are other reasons why Daniel didn't return to Jerusalem.
Daniel was given high position
In the Babylonian empire administration
Moreover, at Daniel’s request the king appointed Shadrach, Meshach and Abednego administrators over the province of Babylon, while Daniel himself remained at the royal court.
And the Persian empire administration
It pleased Darius [the Mede] to appoint 120 satraps to rule throughout the kingdom, with three administrators over them, one of whom was Daniel. Daniel 6:1-2
It was important for God's purposes that key Jews had the various kings' ears (e.g. Nehemiah, Esther) for the rebuilding and restoring of Jerusalem, and help for the Jews during and throughout the Persian empire.
The situation in Jerusalem was not safe for a mass return of exiles
Note carefully that God doesn't say Cyrus will build the 2nd temple in Jerusalem (even though he might have wanted to, similarities may be seen with the 1st temple that David hoped to build, but didn't because of his shedding of blood) - only that Cyrus says he will.
...who says of Cyrus, ‘He is my shepherd and will accomplish all that I please;
he will say of Jerusalem, “Let it be rebuilt,” and of the temple, “Let its foundations be laid.”’ Isaiah 44:28
Sheshbazzar the prince of Judah, although was given the treasures of the old temple to return to Jesrusalem (Ezra 1:7-8). Even though the temple hadn't been built, the treasures were in the safe hands of a prince (possible one of the satraps). The treasures would have guarded even closer than the tributes collected around the empire. I draw attention to this because it is one of the main themes of Daniel, drawn out by John Lennox in his book 'Daniel: Against the Flow' is where the treasures are likened the glory of the temple. So, it is interesting to note that Daniel is not mentioned in reference to Sheshbazzar - meaning that he may not have been alive in the late reign of Cyrus.
Cyrus' son, Cambyses, was a bit of a tyrant and probably not disposed to carrying out his father's wishes, leaving Jerusalem vulnerable. Only in the reign of Darius I is the 2nd temple was built for glory to return to it. Even then, it was under opposition (Ezra 4). The situation was still precarious without the defensive wall that Nehemiah built.
Daniel sought the prosperity of the city he was exiled to
Daniel was acquainted with the words of the prophet Jeremiah (Daniel 9:2), so would have lived by these words:
Also, seek the peace and prosperity of the city to which I have carried you into exile. Pray to the LORD for it, because if it prospers, you too will prosper. Jeremiah 29:7
Daniel knew the city of Susa where he saw himself.
In my vision I saw myself in the citadel of Susa in the province of Elam; in the vision I was beside the Ulai Canal. Daniel 8:2
Perhaps this is where Daniel rested knowing he was guaranteed an allotted inheritance (in the Promised Land) when he is resurrected at the end of days.
As for you, go your way till the end. You will rest, and then at the end of the days you will rise to receive your allotted inheritance. Daniel 12:13
Daniel's was reportedly buried in Susa where his body brought prosperity! - Tomb of Daniel
"Susa underwent a major political and ethnocultural transition when it became part of the Persian Achaemenid empire" Susa. It was here Darius I built the great palace that was featured in Esther 1.
Jews still in exile also needed a supporter
The Book of Esther speaks of the Jews still spread throughout the Persian empire that needed timely intervention. This too may have been Daniel's calling.
For if you remain silent at this time, relief and deliverance for the Jews will arise from another place, but you and your father’s family will perish. And who knows but that you have come to your royal position for such a time as this? Esther 4:14