He does eventually return there, but gets really, really stressed out (first of all because his two beloved childhood friends are in grave danger*Fuuma, and Kotori*, and second, because the weight of the world is resting on his shoulders!)
Fuuma:I am Kamui! This is my destony! When you chose to become dragon of heaven, it followed, inevidently, that I would become a dragon of the Earth!
Kamui: You are Fuuma! You're not me!
Fuuma:Who's Fuuma? Fuuma is dead!