I know that Devils, Demons and Yugoloths, when slain on the Material Plane, are simply reformed on their native plane of existence. To kill such creatures, they must be struck down on their native plane of existence. Night Hags, like the aforementioned creatures, are classified as fiends, but their fate after dying is not explicitly stated in the Monster Manual. Do they also return to the Lower Planes if slain on the Material Plane?
No, hags enjoy no special protection from death, on the Material Plane or elsewhere. As you mentioned in your question, demons, devils, and yugoloths all have a paragraph in their description that explains how they cannot be killed on the Material Plane. However, no such ability is given for either the fiend type in general, hags in general, or night hags specifically. Interestingly, despite their long association with demons, this means that Succubi/Incubi also now die when killed.