Why are banned members returning to my website?
First, to avoid any confusion let us define what banning a member means, because you probably aren't actually banning them.
To ban a member, edit their account, click Administrator Edits, and tick the ban user account option at the bottom. You can specify a number of days this ban will last for, leaving this blank means the ban will last forever. This will not remove the user from your site, but simply display them an error message informing them of the ban whenever they try to access your site.
Now, if you remove a member from your site then this is different. After removing a member from your website they may freely rejoin at any time without any limitations (unless you have member approval turned on).
If you need to remove a member from your website and prevent them from coming back, you should ban their account first.