I would suggest because they needed sustenance, food, having burned off all their calories in the fight against the cold. They have shelter and water but not the third thing they need to survive, and their blood sugars would be dangerously low in hypothermic terms. Additionally the effects of hypothermia may have affected their decision-making process, so they set off too soon.
So my problem with going back to the tent is that it doesn't make sense. If you're abandoning the tent without taking anything other than what you're wearing at the time to try and survive the night in the woods below, then what reason would there be to change your mind hours later once hypothermia has started setting in? Going back uphill exposed in a weakened condition is speeding up freezing to death. And what made them think the situation at the tent was any better?
Maybe this is explained by their mental state, and maybe they had some reason to believe the tent situation was improved. But it remains dubious to me.
These are great questions and I have some ideas about them.
Reasons to go back up to the tent could be:
1. The severe wind/snow storm that made it look like there was an imminent avalanche has subsided.
2. You have watched six of your friends die and there seems to be no other option left.
The first choice implies a split in the group: Igor Dyatlov, Zinaida Kolmogorova and Rustem Slobodin want to go back to the tent (which they believe is salvageable), and the other four want to shelter in a ravine.
The second choice makes more sense to me.
Assume that Dyatlov, Kolmogorova, Slobodin, Lyudmila Dubinina, Semyon Zolotaryov, Aleksander Kolevatov and Nikolay Thibeaux-Brignolle left the bodies of Yuri Doroshenko and Yuri Krivonischenko by the fire and created a den together in a nearby ravine (Maintaining the fire was apparently not possible).
There follows a collapse of snow in and/or around the den. It is sudden; so much so that Zolotaryov might have had a pen and notebook in his hands when it happens. Dyatlov, Kolmogorova and Slobodin escape it but the others are caught in it. Those caught are trampled by the mini-avalanche and are rolled down the ravine. This rolling motion and snow pressure results in the discovered injuries and accounts for the positions the bodies are found in (Nikolay Thibeaux-Brignolle in particular looks like he was rolling and his head had not yet caught up with the rest of his body when he stopped. Lyudmila Dubinina partially rolled over a drop-off as she came to a stop under the snow).
So if you were Dyatlov, Kolmogorova or Slobodin what now would you do? There is no safety down here, only danger. As one of them, I would hope that the tent is still there and try to go back to it. It's either that or death.
As for the times on the watches: There's Kolevatov's watch found in a backpack in the tent that had a time of 2:15am. So I'm guessing the event that drove them out of the tent happened early in the morning. Dyatlov's watch has 5:31am. Keep in mind he was found face up with his watch much more exposed to the bitter cold. So let's say he died around 5am, with Kolmogorova and Slobodin by his side (which is why he is face up). Slobodin dies a little further up the slope, but his face is down and his watch is more insulated by being buried in the snow. It does not surprise me that his watch ticks much longer. The same goes for the watches in the ravine... they are snow-covered and more insulated.