I firmly believe Pryce physically and emotionally abused Silver and Blue. For crying out loud, he hit Blue, who while was intelligent was still a five year old girl, for giving her jigglypuff a nickname! If he hit a little girl for something as simple as that, it's easy to imagine he'd hit the kids for screwing up during his "speacial training", which I can imagine being something along the lines of how to defend themselves against attackers with and without their pokemon. Even if he didn't abuse them as much physically, it's clear he at least emotionally abused them, if by only dragging children from their homes with a giant bird, taking some of them form whatever they knew and literally throwing them into an enviorment where they were forced to forget their past lives. It's also not hard to see Pryce screaming at them if they "fail" him, and probably saying some of the worst insults that kids can hear.
As for why Silver/Blue wanted to escape...the above, plus the fact Blue especially knew there were better ways of life out there, and that at least her family was a loving, caring one. She more then likely told Silver about it, which made him want to escape. And as someone above me brought up, they're both independent, free spirited individuals. Being forced to become slaves to someone who had taken them from their lives was probably less then appealing for them, and they wanted to get out.
And for the Keane/Chermaine side...I can see them not having families, or if they did, their homes not being that happy. For all we know, they could have been neglected and never gotten attention, thus making Pryce's attention seem much more worthwile, as cruel as it was. We know Will and Karen were bored, so they left what they had behind...I could definitely see them being from super strict families who never let them leave, thus making Pryce giving them an oppurtunity seem worthwile.
Finally, for Pryce returning...I'm biased cause he's my favorite Specialverse villain, but I'd love for him to return in the HGSS arc. He could show that he's redeemed, and heck, maybe even help the heroes! Also, the fact that Mahogany Town probably hasn't had a gym leader for five years should say something...
All my opinion, though!