Other people truly are mysterious. Why does Jeff Sessions want to be back in the Senate? Don't care about him, specifically, but the general phenomenon of "I am somewhat older and wealthy enough and I could choose between sipping wine in Italy or... that life."
Being in Congress, even in the Senate, really isn't that glamorous. You mostly work in big dumb office buildings that aren't much different than other big dumb office buildings, except there are a lot more random members of the public and of course reporters wandering around. They're incredibly hierarchical. The 47th most senior senator gets to lord it over the 48th most senior senator. For a variety of reasons the effective power of even the most powerful senators has been eroded quite a bit. You have to be "on" quite a lot and as important as you are you still have to kiss ass of other people who think they are at least as important, occasionally anyway.
I suppose the only reason is that after decades of everything in your life seeming to revolve around you, even the less pleasant bits, it's hard to shake that.