The Floo Network was being watched
Umbridge mentioned that nearly every fireplace in the castle was being watched.
“A Floo Network Regulator is keeping watch over every fire in Hogwarts
— except my own, of course.”
—Harry Potter and the Order of the Phoenix
Thus, they could not use any fireplace beside Umbridge's, without fear of being intercepted by some Ministry employee. And why could they not use Umbridge's fireplace?
The Inquisitorial Squad was still there
“I’m three years older than you were when you fought You-Know-Who over
the Sorcerer’s Stone,” she said fiercely, “and it’s because of me
Malfoy’s stuck back in Umbridge’s office with giant flying bogeys
attacking him —”
—Harry Potter and the Order of the Phoenix
While Ron, Ginny, Neville, and Luna had successfully escaped from the Inquisitorial Squad, Umbridge's proxies, they did not necessarily render all of its members unconscious. Some, such as Malfoy, were in a position from which they might escape. Since the means of escape were described as including Disarming Charms and an Impediment Jinx (as well as Stunning Spells) it is possible even more were left conscious. But at least Malfoy was, and he would certainly have called for help. Had they returned to Umbridge's office (or indeed, perhaps to the castle at all), they would most likely have been accosted by other members of the Inquisitorial Squad, teachers, Filch, and so forth.