Perhaps, Why Moses Lied
Moses does ultimately ask Yisro to remain with the Jews and enjoy our lot. Why then when originally taking leave from Yisro to obey God's mission and address Pharaoh, did Moses lie to Yisro about going, saying, "I will please go and return to my brothers that are in Egypt, and I will see if they are still alive (Exod. 4:18)." Moses thereby concealed from Yisro his prophecy at the burning bush. He should have said the truth, that he planned to travel to Egypt due to God's command to emancipate the Jews. Why then did Moses not share the truth with Yisro?
Maimonides (Guide to the Perpelxed, book II, chap xxxix)
There were prophets before Moses, as the patriarchs Shem, Eber, Noah, Methushelah, and Enoch, but of these none said to any portion of mankind that God sent him to them and commanded him to convey to them a certain message or to prohibit or to command a certain thing. Such a thing is not related in Scripture, or in authentic tradition. Divine prophecy reached them as we have explained. Men like Abraham, who received a large measure of prophetic inspiration, called their fellow men together and led them by training and instruction to the truth which they had perceived. Thus Abraham taught, and showed by philosophical arguments that there is one God, that He has created everything that exists beside Him, and that neither the constellations nor anything in the air ought to be worshipped; he trained his fellow men in this belief, and won their attention by pleasant words as well as by acts of kindness. Abraham did not tell the people that God had sent him to them with the command concerning certain things which should or should not be done. Even when it was commanded that he, his sons, and his servants should be circumcised, he fulfilled that commandment, but he did not address his fellow-men prophetically on this subject. That Abraham induced his fellow men to do what is right, telling them only his own will [and not that of God], may be learnt from the following passage of Scripture: "For I know him, because he commands his sons and his house after him, to practice righteousness and judgment."
Based on Maimonides' words, perhaps Moses did not want Yisro to leave his current path of following God out of pure personal recognition, like Avraham displayed. Had Moses revealed to Yisro his prophecy at the burning bush, explaining the true reason for his return to Egypt, this might have coerced Yisro to follow God due to the undeniable divine authority of Moses' prophecy. For part of that prophecy was God's revelation to Moses that He would give the Torah to the Jews. But Moses -- as is true regarding all other prophets -- wished the best for his fellow man. And the best life and greatest perfection is when man follows God out of his own intelligent recognition -- not when he is coerced, as were the Jews at Mt Sinai.
The Megilla says the Jews "arose and accepted" Torah once again. The Rabbis say this was an acceptance out of love, as they witnessed Mordechai and Esther engage amazing intelligence and planning to save the day. The Jews back then realized how perfect the Torah system is, that with intelligence, salvation can be had, of course with God's help. But the cunning in Esther's plan and Mordechai's guidance showed the Jews how Torah wisdom is an amazing system. This led the Jews to reaccept Torah out of a love, unlike Sinai which was a coerced acceptance. The Talmud says God held Sinai over the heads of the Jews and said, "Accept the Torah, or here are your burial plots." This metaphor indicates how the undeniable revelation at Sinai left the Jews no choice but to accept Torah, as if God "held a mountain over their heads." But during Purim, the Jews reaccepted Torah out of a love of its wisdom revealed through Mordechai and Esther.
The greatest life is when we love what we do, not when we are coerced. Moses wanted Yisro to remain in his adherence to following the Creator out of his intellectual realizations, which Yisro derived from an examination of the universe. Having worshipped many gods, Yisro finally arrived at the truth: there is a Creator, He is one, He is not physical, He always existed, He only performs goodness and justice, and His wisdom permeates all of creation. Understanding these truths from a study of the universe leads man to the greatest appreciation man can have for God. Why? Because these truths register on the same intelligence that tells us what is reality. Arriving at an understanding of God in this manner, we attribute to God too, the same level of reality we attribute to witnessing His lofty mountains and the heavens. Equally vital, is that when we engage our minds, we are awed, and marvel at the precision, brilliance and depth of God’s wisdom. It is for this reason that Maimonides states that the love of God is arrived at through studying the universe, and quotes King David, "When I see Your heavens, the work of Your fingers. . .what is man that You should be mindful of him (Psalms 8:4)?"
 Yesdoei Hatorah 2:2