I'm not claiming that in all cases the travelling Returned will find their purpose and - e.g. none of the Five Scholars appears to have. Hmmm, that's a pretty compelling counter-argument to my opinion travelling Returned are more likely to find purpose actually!
That said - I stand by it.
I'm making some big assumptions here, but If 1. , prior to Returning, Returned can see the future and know exactly the time and place their action can make a difference (I'll call pressure points), and 2. Whilst Returned their subconscious pushes them towards that purpose, then the Priests' control would be redundant, as being fee to travel would increase the radius where they could make Pressure Points.
I don't think we know enough about the theology to determine whether the Priests believe the Returned's subconcious push them towards being in the right position at the right time, but it is consistent with the belief that their subconcious manifests in dreams of the future etc. We also don't know how precise the Returned's visions of the future are, and whether they can see these with enough accuracy to determine Pressure Points.
I suppose I am coming at this from the perspective of the real world in which Rule of Law and Human Rights are pretty ingrained. So you need a strong case to imprison or sequester someone for me not to see a sinister motive. If we accept that Priests primary goal is for Returned to find their Purpose then I can't reconcile why they would limit the radius the Returned are active in.