G.♣.
ETA - It might not be about him wanting to "go back," but it could easily be about him wanting to be "normal" and not feel so different from the other kids his age.
Are you sure you are not ignoring this possibility? Most kids his age just want to fit in. Why would your son be any different?
Also, just because you don't email his teachers regularly doesn't mean you can't email them now. It's great that you asked about bullying, but tell them what he's saying and what's going on. You're not even giving them a chance to help.
Original Answer:
My 8 year old is a bit like that. He actually goes to a different school, but it's a structured classroom. He tells us that he wants to go back to his old school, but I told him that that's not going to happen right now. He asks me when, and I try to tell him that it's something that will happen if my husband and I and his teachers agree that it's the right decision.
Our son did a similar thing - said he wasn't going to do any work. He thought if he was bad enough he could get kicked out and sent back to his old school. His teacher told him that kids can't get kicked out of that school, which he did not like hearing at all! But he gave up and got back to work.
I think my son just wants to be "normal." He sees other kids at church, Sunday school, Cub Scouts. They all go to the same school, and he just wants to fit in. He doesn't quite fit it, but we're working on it.
Talk to your son's teachers. He can't possibly be the first kid they've had who said he wanted to go back. See what they have to say about it.
Your son might not want to tell you why he wants to move. It's possible he doesn't really know. But it's very likely that he just wants to feel like he fits in, and not going to the same classes as the other kids his age makes him feel different.