Once you have gained access and escalated your level of access, you will want to come back. If the system is breached using a vulnerability against an open port to the internet, then returning is not a big issue, unless the system gets patched. You can always just reuse your exploit and regain access to the internal network. If you have exploited the system using a phishing attack or a browser exploit, then your connection from the attack will happen only once when the link is clicked, or the browser exploit is run from the infected site. When attacking a user from a workstation in these ways, in order to return to the workstation and bypass the firewall, you will need something to maintain access. With systems behind a properly configured firewall, it is almost impossible to gain direct access without any ports open to the internet. All systems can, however...
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