Getting him back to US requires extradition which will take time and evidence. Alternatively they can try to lure him here (hey bro come visit me in US we got billions to invest) and arrest him after he lands. Also, I believe the government of the Bahamas is keeping close tabs on him, there's a non-zero chance they might arrest him first.

A big difference between SBF and Madoff is that Madoff admitted to his sons that there was ongoing fraud that was about to unravel. He asked them for a week to get things in order. His sons, not wanting to be accessories to the crime their father just admitted to, immediately went to the feds and told them what was going on. They arrested Bernie the next morning. [1]

[1] https://www.youtube.com/watch?v=-duaB887gMQ