I’ve got some MT2/4’s that did the same, bled them and the rear brake lever still came back to the bar, bled them again the next day and lots of air came out, now perfect.
That’s using the Epic Bleed Solutions Magura kit both times, I don’t know what I did differently the second time.
Two things that have worked in the past: Take the whole brake off the bike and bleed it after hanging it up and flicking it so the bubbles rise to the lever; start the bleed process with the pistons slightly out then push them right back (I don’t know if bubbles get trapped behind pistons but it’s helped in the past.
Good luck 🙂