Why did they not send one of them, like Yosef said?
Ohr ha'Chayim #1: They were concerned for their father's pain (if only one of them will return).
Ohr ha'Chayim #2: They knew that Yaakov would not send Binyamin. Even after nine returned, they needed such efforts to persuade him, and Yehudah to be a guarantor!
Ohr ha'Chayim #3: They did not want to separate under any circumstance - only Yosef forced them -"v'Lo Samusu" (42:20).
Malbim (to 42:17): They did not send a Shali'ach, like Yosef said, for they knew that Yaakov would not agree to send Binyamin with an Egyptian. 1
Also, if the Shali'ach would ask about the missing brother, from Yaakov's response would imply that there is no reason to expect to find him in Egypt! The brothers did not want to admit that they sold their brother and deceived Yaakov! (PF)
