Maybe Ellone was having problems sending (or as she called it 'connecting') him back to the present. I believe she was responsible for sending the party to fight Ultimecia and were possibly responsible for bringing them back. Thing is Ellone never lived in the time of Ultimecia so you would expect major problems trying to find the return ticket home after the Time Compression. But what some people have said so far makes sense "To go to the place where they promised to meet". Don't exactly know how he's supposed to do that but it's not called Final Fantasy for no reason is it?