Bryan returned at the Rumble last year and they still put Reigns over him.
Bryan returned before the Rumble, not at the match itself. And it was obvious even then Reigns was winning. Every Rumble tends to be predictable. WWE telegraphs the winner all the time. The exceptions tend to be when a surprise return of some big name happens at the match itself, although Edge's win in 2010 was kind of obvious. No one seemed like a winner going into that match, and it was time for him to come back.
In a final four of Bryan, Haitch, Ambrose, and Wyatt, there's no tension. Your two possible winners, which are currently Lesnar and Reigns, are already out. It's pretty clear who's winning then. Haitch's only reason to participate is Reigns right now. If Reigns is already out, why would he win? Why even enter the match at that stage? He doesn't even need to enter the match as it is now. He just needs to stop Reigns from winning, which he can do without participating to better effect.
Bryan returning at the Rumble itself would be a sign that something was up. It's an illogical move to have him thrown out only to anger fans again, so it makes sense to keep the other viable winners in there with him to keep people uncertain. You'd still get rid of Reigns, but not halfway. More like in the final three or four, and let the final two be Bryan and Lesnar.
With the current entries, Reigns and Lesnar need to be in there until the end in this Rumble because they're the two likeliest winners. That's where it's unpredictable, and that's where the story of the match is.
None of this Bryan nonsense matters though because Lesnar is winning after Jimmy screws over Reigns.
Barack vs. Reigns at Wrasslin'Mania is coming baby girls.
Balee dat.