Hi T.,
Wow, that's a tough one! It would be helpful to know a little bit more about your ex's reasoning for this decision not to be involved with his children. Did he already want to no longer be involved, and this gave him the excuse he needed? Did he say that in anger, but feels like he can't back out now even though he regrets it? Did he feel like his children were rejecting him by wanting to come back home, and so he's rejecting back? Also, what prompted the kids to want to come home to you? Any special event, or was it just that they weren't used to being with him full-time, and they missed you?
If you haven't done it already, I would have a conversation with Dad, try to understand why he is acting this way (did he give any signs he might do something like this before?) and make it crystal clear to him that he is profoundly hurting his children by refusing to have anything to do with them. If you can find his motivations, you may be able to reverse the situation, and then it'll be up to him to explain his behavior. If he won't budge, then you'll have to do it yourself, and I agree with you that it's hard to do, especially if you don't want to say something negative about their father.
What about something along the lines (if it corresponds to the truth of what is going on): You know, sometimes, when moms and dads split up, it's because they really didn't get along and just couldn't make it work. Often, neither of them wants to have anything to do with the other one ever again. When there are children, it's not really possible, because even separated, Mom and Dad are always linked through the children. Some people want so badly to forget about anything that reminds them of their failed marriage that they just decide to cut all ties, even if it means letting go of their children. What happened was not your fault, Daddy was just looking for an excuse to do this. If you hadn't said you wanted to go home, he would have found another reason. I believe it was very selfish on his part, because he's hurting you, but it is his decision, and we have to respect it.
I would recommend that you find a good psychologist to help you frame the best possible explanation to your children, and potentially deal with their feeling of being abandoned and responsible for this abandonment. Doing it now is a lot easier than doing it 20 or 30 years down the road, when this belief has buried itself very deeply and affected many aspects of their lives (I know, I'm a child of divorce myself).
Hope this help,
K.