When the situation is a single event in the past but the specific time is not given, we can usually choose the past simple or the present perfect, depending on our preference and/or perspective.
If our perspective is the present - the situation is "live", then it would be more natural to use the present perfect.
If our perspective is the past - the situation is "finished", then it would be more natural to use the past simple.
In your first example, it would be natural to use "we have turned back" if the journey is still continuing and we are talking about the present. e.g. Why have we turned back? We are wasting time. We could be doing...
Here, our perspective is the past. e.g. Why did we turn back? It was definitely the wrong decision. We should have continued....
If the journey is already over, then only the past simple would be correct because we can't logically think of the situation as still live.
If you are in doubt, choose the past simple. It may sound less good sometimes but you are more likely to avoid mistakes. The past simple is also preferred more in US English, in these situations, where there is a choice.