Some people say MJ isn't dead and its just a conspiracy to get him out of the spotlight.. i dno though.
But anyway, if he's dead, then his soul can't come back. He's in the stage between this life and the hereafter to come [of Paradise or Hell].
God says [meaning];
..behind them is a barrier until the day when they are raised (on the Day of Judgment).
So once you die, you're in the world between both worlds, waiting for the Day of Judgment to occur. Your time of this world has ended, and you're awaiting the fruits of what you earned in this passing life.