Why didn't Yamcha have to go back to the check-in station to go back to Earth?

[Angelus]

With Piccolo, revived by the same dragon, Piccolo didn't get transported automatically to Earth (although Kami did). Sure, those without a body will get revived directly at where they died. But those that have a body would just lose the halo on their head, just like Goku and Piccolo did. But they don't get automatically transported to wherever. Yamcha immediately got transported back to Capsule Corp headquarters, even though he died at that place where the Saibaman blew him up. Same goes for Tien and Chiaotzu although we can assume that they probably flew all the way back to the check-in station a few hours/days before Porunga was summoned again. Krillin was an exception because his soul was transported back to Earth first before he was resurrected.

[Gaffer Tape]

Well, the answer is pretty simple: that was filler. While it works better from a dramatic standpoint to see them arrive once they've been wished back to life, that isn't assumed to have happened in the manga. In fact, you don't even see them being revived in the manga, and, well, that's probably why. There'd be nothing to show, and that's just boring. It's all handled through narration. But, yeah, that drove me crazy as a kid. I just could not understand why it would work that way in defiance of everything we'd been told. I mean, it was only a very major plot point in the Saiyan Arc!

[Angelus]

These damn fillers XD

[Darkprince410]

In the manga, Yamcha and the others being wished back to life was done so off page. All we got as far as them being wished back was a panel with the narrator saying they were wished back to life against a backdrop of Polunga overtop the West City skyline.

[spoiler][/spoiler]

As such, there's nothing saying that they didn't have to run the length of Serpent Road back to the check-in station and have Kami teleport them back to the living world.