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They will go back into the CU together but will split somewhere to form a 'ring' (unless there is some reason not to). If its all in conduit they probably sent L/N/CPC to each socket in order and just did one long length back again.
The pictures are meant to be simplistic to show the wiring connections rather than real-world installation.
The sparks will do a ring final circuit test to make sure the right set of wires of the two pairs are connected to the right sockets.
If you have swapped pairs or breaks in the ring circuit it can be fixed.
A call-back to my previous question about moving a socket.
I'm now wondering about adding a socket just because the cost is so negligible once I've bought all the other bits.
The socket has two sets of wires, which makes it a ring right? Is there an easy way to find out which wires are "in" and which "out"?
Online diagrams show a neat little circuit, but mine go back through the same plastic conduit.