Many fly back to the pilot if disconected which could be interesting.
I imagine the ideal location would be one where (A) the drone can sit unattended without being in casual view from passerby (B) it's hard for law-enforcement to set up an ambush (C) someone can walk/drive past without looking suspicious.
Come to think of it, that might be good operation-security even for regular runs, where the drone never returns to the same starting point. That way if someone sees where it came from, they don't necessarily know it will go, and vice-versa.
A friend flew his drone from the car window. It flew back 10 km.
It doesn't need to get all the way home, just far enough away in the right general direction without hitting an obstacle... And most prisons are not surrounded by skyscrapers.