Exodus 4:18

And Moses went and returned to Jethro his father in law
With his flock of sheep he kept, ( Exodus 3:1 ) : and said unto him, let me go, I pray thee, and return to my brethren which are in Egypt;
the Israelites, who were so by nation and religion; as Jethro had been kind and beneficent to him, he did not choose to leave him without his knowledge and consent, and especially to take away his wife and children without it: and see whether they be yet alive;
it seems by this that Moses had heard nothing of them during the forty years he lived in Midian, which may be thought strange, since it was not very far from Egypt; and besides the Midianites traded in Egypt, as we learn from ( Genesis 37:28 Genesis 37:36 ) but this must be ascribed to the providence of God, that so ordered it, that there should be no intercourse between him and his brethren, that so no step might be taken by them for their deliverance until the set time was come. Moses did not acquaint his father-in-law with the principal reason of his request, nor of his chief end in going into Egypt, which it might not be proper to acquaint him with, he being of another nation, though a good man; and lest he should use any arguments to dissuade Moses from going, who now having got clear of his diffidence and distrust, was determined upon it: though some ascribe this to his modesty in not telling Jethro of the glorious and wonderful appearance of God to him, and of the honour he had conferred on him to be the deliverer and governor of the people of Israel: and Jethro said to Moses, go in peace;
he judged his request reasonable, and gave his full consent to it, and wished him health and prosperity in his journey.