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He doesn't really deny Hamlet's returning to Wittenberg. He merely asks him to stay. Laertes isn't of any consequence to the king. He really could care less where Laertes goes. Hamlet, however, is next in line for the throne. It is unclear exactly how Claudius feels about Hamlet at this point in the play. Perhaps he simply wants to befriend him or he is suspect of him. Either way he is important to Claudius's position.