מדרש אויף במדבר 10:30

וַיֹּ֥אמֶר אֵלָ֖יו לֹ֣א אֵלֵ֑ךְ כִּ֧י אִם־אֶל־אַרְצִ֛י וְאֶל־מוֹלַדְתִּ֖י אֵלֵֽךְ׃

האָט ער צו אים געזאָגט: איך װעל ניט גײן; נײַערט צו מײַן לאַנד און צו מײַן אָפּשטאַם װעל איך גײן.

Mekhilta DeRabbi Yishmael

R. Elazar Hamodai says: He sent him with all the honor in the world, as is seen in his (Moses') response to him, as it is written (Numbers 10:30) "I pray you, do not leave us," telling him: You gave us good and beautiful counsel, and the L–rd consented to your words. "I pray you, do not leave us." Yithro replied: Is a candle of benefit other than in a place of darkness? Can sun and moon benefit from a candle? You are the sun and Aaron your brother is the moon. What can a candle do between you? Let me go to my land and I will convert all of my countrymen and bring them to the study of Torah and under the wings of the Shechinah.
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Sifrei Bamidbar

(Bamidbar 10:30) "And he said to him: I will not go; but to my land and to my kindred I will go": He said to him: Both because of my land and because of my kindred I will not go (with you). There are some who have a land, but no possessions; others who have possessions, but no family. But I have a land, possessions, and family, and I was a priest in my land. If I will not go (home) because of my land, I will go because of my possessions; and if I will not go because of my possessions, I will go because of my family.
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Sifrei Bamidbar

(Bamidbar 10:30) "And he said: I pray ("na") you, do not leave us." "Na" is a term of imploration. He said to him: If you do not take it upon yourself (to remain with us), I decree it upon you. For now, (if you leave,) Israel will say: Yithro became a proselyte not out of love, but only in expectation of a portion in the land, which, seeing not to be forthcoming, he abandoned us. Variantly: (Moses said to him:) You think you are increasing G-d's honor (by planning to make conversions in your land.) You are only diminishing it! How many (prospective) proselytes would take shelter under the wings of the Shechinah (if you remained.) But now, you are closing the door against them. They will say: If Yithro, the father-in-law of the king, did not take it upon himself (to remain with Israel), how much more so, we! "inasmuch as you have known our camping ('chanothenu') in the desert": Moses said to him: If another, who had not seen the miracles and wonders wrought for us in the desert, up and left, it might befit him, but you, who have seen them, can you do so? R. Yehudah says you who saw the "chein" ("favor" [a homiletic reading of "chanothenu"]) bestowed upon our fathers in Egypt, viz. (Shemot 12:36) "And the L-rd placed the favor of the people in the eyes of Egypt," would you pick up and leave? "and you have been 'eyes' for us": And not that alone, but in all things that were concealed from our eyes, you enlightened us, viz. (Ibid. 18:21) "And you shall see from all the people, etc." Now were these things (of appointing judges) not known to Moses from Sinai, viz. (Ibid. 23) "If you do this thing and G-d commands you, then you will be able to bear up"? And why did they escape Moses? To credit the thing to Yithro. Variantly ("and you have been 'eyes' for us"): that he (the proselyte) be as beloved by us as the apple of our eye, viz. (Devarim 10:19) "And you shall love the stranger," (Shemot 22:2) "And a stranger you shall not taunt and you shall not oppress."
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