Why does mail coming to me in Ohio that arrives in Cleveland, get sent back to Warrendale, PA and then have to come back to Ohio? ?

The USPS is part of the government, which is not known for efficiency.  But it does keep union people employed.  If you need something to get there fast ,   Actually mail goes from a local post office to a regional distribution center near the mailer to the regional distribution center nearest the person getting the mail, and then on to the local post office.  The is a rhyme and reason to it.  

There's a distribution hub in Warrendale. The path your mail takes is based on the location of these hubs, not state lines.