God told Israel three separate times: do not go back to Egypt. According to undefined Rabbah, they violated every single warning and paid for every single one.
Rabbi Shimon ben Yohai identified the three prohibitions. The first appears at the Red Sea: "For as you saw Egypt today, you shall not see them ever again" (Exodus 14:13). The second is a direct command: "The Lord said to you: You shall not return again on that way anymore" (Deuteronomy 17:16). The third is a threat disguised as prophecy: "The Lord will return you to Egypt in ships" (Deuteronomy 28:68). Rabbi Yitzhak offered a wordplay on that last verse, reading "in ships" (baoniyyot) as "in poverty" (baaniyyut) of good deeds. Why Egypt specifically? Because nothing humiliates a freed slave more than crawling back to his former master.
Israel broke all three warnings. The first violation came during Sennacherib's reign, when they fled to Egypt for military aid: "Woe! Those who descend to Egypt for aid" (Isaiah 31:1). The second came in the days of Yohanan ben Kareach, who dragged the remnant of Judah into Egypt against Jeremiah's explicit warning (Jeremiah 42:16). The third came under Emperor Trajan. His wife gave birth on the Ninth of Av while Israel was mourning. The baby died on Hanukkah, and the Jews lit their lamps anyway. Informers told Trajan's wife: they mourned when you gave birth and celebrated when your child died. Trajan sailed for Egypt. He expected the voyage to take ten days. The wind brought him in five. When he arrived, he found the Jews studying the verse: "The Lord will bring a nation against you from afar, from the end of the earth, as the eagle will swoop" (Deuteronomy 28:49). Trajan announced: "I am the eagle." His legions surrounded them and killed them.
The midrash (rabbinic interpretive commentary) then pivots to Esther's plea before Ahasuerus: "We have been sold, my people and I, to be destroyed, to be killed, and to be eliminated" (Esther 7:4). This was worse than slavery. Slavery at least has a buyer. Under Haman's decree, there was no buyer at all, only annihilation. And so the opening word of the Book of Esther, vayhi ("it was"), becomes vai ("woe") for what transpired under Ahasuerus.