Thanks JP... I always thought that the hive would only swarm when the queen was ready to go - ie. that the queen led the process. Obviously I was mistaken there. So it looks like the hive swarms and the queen was not able to join for some reason or she couldn't fly, so the bees came back.
Bearpaw, queens fly with the swarm, the bees lead the way. I've witnessed swarms coming out of hives, one such time, a very good amount of bees had exited and I sat there watching for the queen and she popped out and I caught her and caged her.
The rest of the swarm exited and I sat there watching them airborne, circling, to come back for her. They came back, then swarmed again about five minutes later, coming back the second time for good.
I kind of felt sorry for them but at the same time was happy to keep them.