Oh, they do sometimes? Usually by giving mortals they've fallen in love with the gift of immortality, or placing them in the stars, or there was one couple a long time ago who was turned into a pair of trees when they passed of old age, so they'd never have to be apart?

But that's prolonging or memorializing life. Once someone goes to the Underworld, they don't come back out. Lord Hades would never let someone undermine him like that, not even his siblings.

[ And the idea of him letting someone out of his own accord is just too absurd to even bother mentioning. ]