When an electron is excited it jumps to a higher energy state. Why does the electron come back to the ground state? If it had to come back because nature prefers a ground state then why did it even absorb the energy and jump in the first place ?
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We don't need quantum mechanics to understand why electrons can become excited; statistical physics is sufficient. The key is to develop the physical intuition that the energy of a non-isolated system can change over time.
When an electron is coupled with another system, such as the electromagnetic field, atomic nuclei, or other electrons, they can exchange energy. If an electron is in its ground state, its energy cannot decrease any further, so it can only absorb energy, i.e., jump to an excited state.
In thermal equilibrium, the ground state is indeed the most probable of all quantum states (see the canonical ensemble), but the $i$-th excited state has also a nonzero probability $$P_i=P_0\exp\left(-\frac{E_i-E_0}{kT}\right)>0,$$ where $P_0$ is the probability of the ground state.
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