Can I buy the Benelux pass even if I leave Lyon and come back to Lyon

Anyone can buy this pass. People from the 3 countries In can only use it in the other one (LUX is free anyway).

BUT you likely mean: can I use this pass for the very expensive, as SNCF, state railways, trip to BE and on? This is a very widespread BIG misunderstanding-based on not proper reading, perhaps also for those whose command of english ir not overly good; NO.

ONLY the global pass gives you ALSO the right to use it in homecountry-max 2 days, to get out and coma back.

Just think: you FRench, eager on a low price, buy a very cheap 1country pass-like for GReece or EE=Estonia and then can travel to there for ´free´? Do you really believe that could be true?

Also note that depending on your age this pass may not be a very good buy, as f.e. BElgium offers some very low attractive fares for ju/seniors.

Right now also note that in NL and a little less in BE many trainlines  have reduced service, as there are not enough staff (f.e. that means not a train ev 15 mins, but ev 30).

IF you want to explore these 3 countries en train: you have to also buy a separate return ticket to a place that fits best in your plans. Could even be Lille (direct TGV fr Lyon), then use TRAM or metro till border, or go Duinkerken (dunkerque for you-same pronunciation)-and use free BUS to Belgium from there. (de Panne), or Luxemburg, etc.