Albert Barnes Commentary Mark 5:19

"And he suffered him not, but saith unto him, Go to thy house unto thy friends, and tell them how great things the Lord hath done for thee, and [how] he had mercy on thee." — Mark 5:19 (ASV)

Jesus suffered him not. Various reasons have been suggested why Jesus did not allow this man to go with him.

It might be that He wished to leave him among the people as conclusive evidence of His power to work miracles. It might also be that the man feared the devils would return if Jesus left him. Jesus might then have told him to remain. This would show him that the cure was complete and that He had power over the devils, both when absent and when present.

But the probable reason is that He desired to restore him to his family and friends. He was probably a man of influence, and Jesus was unwilling to delay the joy of his friends and prolong their anxiety by allowing him to remain away from them.