A little politeness goes a long way around here. The opposite is the path to the ban side.
As for Anakin/Vader, he's betrayed and slaughtered friends, colleagues, and little kids. Essentially destroying his entire "family". There's nothing left for him to return to, no reason to abandon the dark side. For better or worse, he owes Palpatine for saving him from dying a lonely pathetic death on Mustafar.
It's a sick twisted relationship, but it's all Vader has got.
It's not until he encounters his son that he begins to sway from the dark side.