The German Navy did not have the capabilities to refuel their submarines while they were at sea. This limited their operational range and the types of missions they could undertake against the Allies. However, the Allies (especially the United States), spent much of their time worrying about ways that the Germans could refuel while at sea.

Before the United States declared war on Germany in early 1917, it had been visited three times by German submarines in 1916. Firstly, the merchant submarine Deutschland (of a type that would become known as as "U-Kreuzer") came to the United States to trade twice - once in Baltimore, Maryland and again later that year in New London, Connecticut. The other was U-53 which visited Newport, Rhode Island in October.

The U-53, and other German submarines produced at the same point, had been redesigned to allow for a greater fuel capacity which allowed the U-53 to make the trip to the United States, and back, without refueling. This, of course, meant husbanding fuel supplies by not going top speed and choosing a route wisely. In any case, some German submarines were capable of making the trip - although it could be difficult. Hans Rose, captain of the U-53 even made a point of not refueling while it was in Newport.

It was easier for the U-Kreuzers. They were designed, first and foremost, to be used as cargo submarines and were thus pretty large. They were designed outright to be able to make the trip with cargo both ways. This footage, from when the Deutschland left New London, helps demonstrate its size.

That said, many of Germany's submarines were not able to make these same trips and they were thus limited to operations around the British Isles, As the English Channel was difficult to pass through due to the preponderance of anti-submarine measures the British and French had instituted. German submarines had to, as you stated in your question, make their way around Scotland to the far side of the British Isles. This took up precious fuel and limited the time they could be on patrol. This was also a function of the concentration of shipping. While other locations may also have provided targets for German submarines, the closest and most target dense region (and arguably the prime target of the submarine war) was the United Kingdom. Deploying their submarines farther and farther away did not make strategic sense.

That said, the Germans did declare the seas around the Azores Islands a war zone. While this was, at least partly, an effort to get the British to move some forces away from the British Isles, the Germans did want to threaten shipping around the Island. However, only a limited number of German submarines ever patrolled off the coast of the Azores or Africa.

The United States feared that the Germans had set up secret refueling bases in the Caribbean that would then help German submarines threaten shipping coming out of the Panama Canal. The primary function, then, of the so called Panama Canal Defense Zone was to prevent German submarines from threatening the Canal. That threat never materialized as Germany did not have submarines capable of extended operations in that region, and those that they did which could possibly undertake that duty, were used elsewhere.

Primarily, the U-Kreuzers were deployed against the American East Coast. But they were few in number and the damage they did was limited to a few months over the course of the summer of 1918. These were the submarines the Germans possessed which were fully capable of undertaking long range, long term missions - but they simply didn't have enough of them and they were deployed too late to make any sort of difference.

The situation was only slightly different in the Mediterranean. There the German and Austro-Hungarian submarines were never super far off from their bases and were able to return home relatively easier. As such, long term missions weren't in consideration in the same way that they were in the North Sea and the Atlantic. The Mediterranean was a target rich environment and it proved much more difficult for the Allies to win the submarine war there as it was a much more "closed" environment compared to the North Sea and Western Approaches.

So, in short, in order to keep going - the German submarines had to return home. There was no at-sea refueling capabilities or bases far from home to enable long range patrolling. They would retrace their steps and make their way back to their home port, facing the same kind of difficulties and dangers that they faced going out to patrol.