I don’t think it would have been at all easy for her to return to the US, a place she hadnt lived for quite some time. No matter where she was in the world, she was in an incredibly difficult position with a feckless man-child who had became completely obsessed with her. She wanted out of the relationship and he threatened to kill himself if she left. Presumably it was bad enough being the woman who’d in the eyes of the world caused the King to abdicate. The fact that he might commit suicide and have that laid at her feet as well would have been a terrifying prospect no matter where she was in the world.
The way the story broke she suddenly found herself being hounded and hated by everyone, death threads arriving every day, no beefy security guards to protect her and ostracised by everyone including her friends. She was the most infamous woman in the world at that point, and alone. There were no sympathetic woke voices for Wallis, questioning the press coverage or condemning Edward’s horrendous obsessive behaviour and personality. She married him out of duty with no other options, knowing that she’d be saddled to a useless needy lump for the rest of her life and having no particular purpose other than to organise their days. That’s a pretty bad fate for anyone.
The public were shocked at the time - not whipped up by a press frenzy but by the fact she was a divorced commoner . This was still largely a church going and socially conservative society through the classes when the taint of divorce, if it could be obtained at all, could hinder careers and spark prejudice towards offspring almost to the same level as illegitimacy.
She had been on the fringes of a fast set of high society for a while , introduced to him by his previous mistress, so would not have been uniformed about the realities of any future with him.
Anyway, we have different takes on this and free discussion is good - I will admit to a bias, unconscious or otherwise, because of how my quite rebellious and free thinking grandmother had described her contemporaneous reaction of horror , to me in the 1970s.
Wallis does deserve our thanks for inadvertently delivering us from what could have transpired in WW2 with David as king.