Bernard Marx is exiled to an island at the end ofBrave New Worldbecause he can't function happily in the society that dominates. Marx is a social outcast because he is an Alpha who is too small for his social class. When he figures out a way to find success in his career and in his social life (through exploiting John) he becomes greedy and more selfish than before. When that falls apart, he mentally can't go back to the way things were because that would be like admitting failure; and, failure was everything he wanted to avoid.
Helmholtz, on the other hand is a product of the new ways of thinking, but he will always feel unsatisfied with his world because he is too smart for it. He also has a creative and sensitive side that isn't allowed to be expressed in the New World because everything is about immediate gratification rather than the development of art or poetry. The New World, therefore, has nothing more to offer these two; especially after they obtain so much knowledge from Mustafa Mond in chapter 17 as the whole philosophy of societ is unveiled.