I interpret there are places we can't return,to mean that you can never recapture the innocence and sheer heady delight of the first few weeks of falling in love.
You play the will he wont he,does he doesn't he dance.The sly glances trying to measure up how they feel.Then wow when everything is right,it just happens, almost sometimes against your will, i.e love is a force of nature.You may pretend or hide, but deep down where it matters,where only you can see,it cannot be denied.
In the case of Jack and Ennis they can never return,because as soon as they come down their lives become more complex.others are now involved.
So Brokeback almost becomes a shrine to what they once had.It will never be the same again,no matter how hard they try to recapture it.They still love each other,even if the words are never said.
But it is no longer simple,they have to lie,to others as well as denying the love to themselves,at least on the part of Ennis.
No matter what was said on Brokeback,at least for that time it was just them,the force of nature,no lies involving other people,even if they were lying to themselves.
So no, they can never return.
Just like we can never turn back the clock, much a we may wish too.