I have noticed that in previous D&D versions, the hammer of thunderbolts explicitly returns to the thrower after ranged attacks, but I see nothing in the description of the 5e version of the hammer about returning to the thrower.
My problem is that I am a Dwarven Tempest Cleric of Thor that has a "blessed" hammer that probably will (DM hinted as much) become a Hammer of Thunderbolts and I currently act as a tank for the party (along with the Wild Shape druid). If I send the hammer off far enough not to be caught in the thunderclap (30ft) it takes me two turns (25ft per turn) to reach and retrieve it.
The only solutions I can think of are to take a feat to up my movement distance to 35ft, take 3 levels of Eldrich Knight to bond with my hammer (which also gets me Action Surge) or just never use any of its charges thus never use its big ability. I am currently level 9 and I know switching to fighter would probably make me a better tank for the party but it's kind of odd that a magic item would be changing my course for progression. If the hammer returns on it's own, it would make more sense and leave me more options, but I find that what I wish for and the way things are often do not match up.