One reason is that if the airplane returns to the gate, it loses its place in line. When there are things like thunderstorms around, there may be only brief periods of time in which a few airplanes can take off. Everyone else waits in line.

If you are #4 in line, you don't want to give up your spot, only to come back to the end of the line and be #40. Thus, you stay on the tarmac and hope the weather clears up so they can start moving aircraft out.