Ascent trajectory is much different. Orbit is mostly about horizontal velocity, the altitude is just to get above the atmosphere and is the easy part. For the first stage to return to its launch site for landing, it has to cancel out all of the horizontal velocity it builds up while lifting the second stage and payload, then turn around and come back. A barge landing can use a more optimal ascent trajectory and have the first stage land several hundred kilometers away from the launch site.

You have to accelerate the rocket back to the launchpad if you want to land on solid ground -- there's no convenient landmasses at the right distance. That takes fuel.