There is one good reason that Kenny "Killer" Kane returns to town after he is paroled from prison: He intends to make good on an old threat made after his arrest.
"I came back," he says. "Like I promised." (Chapter 15)
He has returned to kidnap Max and take him along on his next planned "adventure." Killer claims to want to spend time with his son to make up for the time he'd been "deprived of my own blood kin" while in prison. He already has his next move planned. Having "fooled" the parole board officials into releasing him, Killer plans to con others into thinking he's a travelling preacher--the Reverend Kenneth Kane. It's Killer's way of justifying that father and son should be together, even if Killer has no plans to go straight or serve as a role model for Max. Killer still swears he did not kill Max's mother and that Max has been "poisoned" by Grim and Gram. Another reason for returning home is because Killer has friends in town--Iggy and Loretta Lee--who can provide him with a place to hide out for a few days.