Many exiles returned from Babylon, but many did not. The book of Esther teaches that God is with His people no matter where they are among the nations, and God will protect His people always. The series on banquets in the book of Esther are testimony to this truth.
You can read the written sermon here:
https://www.sermoncentral.com/sermons/8-an-essential-banquet-allan-quak-sermon-on-purim-236641?ref=SermonSeriesDetails