The Natives fought back, but killed a settler. The rest of the colonists were forced to leave the colony. Though the Natives wouldn't forget.
Since the colonists and natives had a tense relationship, the colonists had left by the time the explorers came back. Since the colonists had already left, nobody could be found.
Natives have proved to be capable of anything
Even though they didn't find anybody, they did find the remnants of a dead body that had been hidden.
Returning to England could give a chance
The dead body that was found had scalp wounds and was killed by tomahawk. The body was found in several different pieces and places.
The Natives have proven to be capable of hiding bodies and be capable of horrific acts. After the Ralph Lane Colony did stuff to the Natives, it is easy to believe they would seek revenge.
When John White returned to England it could've given the Natives a chance to attack the second group of colonists. When he returned later, all houses and forts had disappeared. That would be more than enough time for the Natives to hide all of the evidence and tear everything down.