Why didn't Cell teleport to Earth after his death? After Cell blew up, he said he learned the instant transmission technique from Goku, using which he teleported back to Earth from the King Kai's planet

So once he's killed by Gohan he still could have came back right???

Why didn't he come back???
When Cell was killed by Gohan, he was just that, killed. He was actually dead this time, and was sent to King Yama to be judged. Once you're dead, you can't just teleport back to Earth. You have to either be revived or given temporary rights to be in the physical world. As Cell met neither of these requirements, he had no way to go back to Earth, using Instant Transmission or otherwise, since there is concept of Heaven and Hell in the Otherworld: once a person is sent to Hell, he cannot just come out unless he is purified or the boundaries of Hell itself are broken by other means. Which is why Goku was able to bend the rules of Otherworld but the evil characters could not.