They're kinda a built-in protein shop (got their own ribosomes) - but they're only for 1 thing, which is locally regulating the insertion of extremely hydrophobic proteins for respiration. You could imagine that this one application (maintaining and repairing membrane potential) requires MAXIMUM performance and response (they gotta be JIT-ed into the membrane), so much that the cell maintains thousands of genes for those ~13 genes to be able to be expressed, and it is totally worth it. Everything else gets moved to the genome. It's like we have tiny virtual machines that we can scale to respire more.
Chloroplasts are a more interesting example of a protein shop. RuBisCO, for example, the most abundant protein on earth, is coded in chloroplasts to scale expression. It is mainly there for dynamic scaling purposes, whereas the mitos are very optimized for one thing
Mitochondria don't go back because if there is 1000 mt genomes to 1 nuclear genome it is extremely energetically desirable to have 1 copy rather than 1000 copies of any given gene.