In Letter 156 of Tolkien’s collected letters, he implies that Eru Illuvatar directly intervened and sent Gandalf back, so you can’t blame the guy.

He was sent by a mere prudent plan of the angelic Valar or governors; but Authority had taken up this plan and enlarged it, at the moment of its failure.

“Naked I was sent back - for a time, until my task is done”. Sent back by whom, and whence? Not by the “gods” whose business is only with this embodied world and its time; for he passed “out of thought and time”.