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In Daniel 9 we find Daniel mourning & petitioning God concerning the seventy years of captivity.

Daniel 9:18-19 NKJV

18 O my God, incline Your ear and hear; open Your eyes and see our desolations, and the city which is called by Your name; for we do not present our supplications before You because of our righteous deeds, but because of Your great mercies. 19 O Lord, hear! O Lord, forgive! O Lord, listen and act! Do not delay for Your own sake, my God, for Your city and Your people are called by Your name.”

but later Cyrus gives a decree that those who want return must go yet Daniel remains in Babylon.

Ezra 1:1-3 NKJV

1 Now in the first year of Cyrus king of Persia, that the word of the LORD by the mouth of Jeremiah might be fulfilled, the LORD stirred up the spirit of Cyrus king of Persia, so that he made a proclamation throughout all his kingdom, and also put it in writing, saying, 2 Thus says Cyrus king of Persia: All the kingdoms of the earth the LORD God of heaven has given me. And He has commanded me to build Him a house at Jerusalem which is in Judah. 3 Who is among you of all His people? May his God be with him, and let him go up to Jerusalem which is in Judah, and build the house of the LORD God of Israel (He is God), which is in Jerusalem.

But we still meet Daniel in Babylon way after the decree had been given to return to Jerusalem.

Daniel 10:1 NKJV

1 In the third year of Cyrus king of Persia a message was revealed to Daniel, whose name was called Belteshazzar. The message was true, but the appointed time was long; a and he understood the message, and had understanding of the vision.

Why did Daniel not take Cyrus's offer?

  • As I wrote elsewhere, the key to Daniel's prophecy lies in his conflation of Cyrus II with Darius II. So, were Daniel to have left or deserted his post when you suggested, how then could he have alluded to Darius II in the beginning of the book's ninth and eleventh chapter ? – Lucian Jul 9 '18 at 1:28
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The Rev. Joseph Benson notes in his commentary on Daniel 10:1,

In the third year of Cyrus king of Persia — That is, the third after the death of Darius. Daniel must now have been above ninety years of age. It is reasonable to suppose that, being a youth when he was carried captive, he must have been at least twenty years of age; and that was seventy-three years before the date of this vision, which was the last Daniel saw, and it is not likely he himself survived it long.
-- Benson Commentary - Daniel 10 (BibleHub)

Daniel being 90+ years old at the time he received this final revelation would seem a reasonable explanation for not returning to Jerusalem.

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It appears that Dr Benson has a point. Ezra does not list Daniel which I am sure he would have given his prominence.Adam Clarke also states the thought of age. "At that time, if alive, he must have been an old man, and it is most likely he finished his days in Babylon..." page 559 Vol 2 Job to Malachi commentaries.

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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

Anecdotal evidence

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

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