The reason so many ex-PMs were in Parliament after their tenure is because the MP who is elected PM still represents his district in Parliament, and he isn't elected PM by the same people who elect him as a Member of Parliament. Therefore, what normally happens is that the PM may lose re-election to the Prime-Ministership, by either losing his/her party leadership election, or the Opposition taking a majority in Parliament and voting in a new PM, but still be elected to Parliament by his constituents.
In America, meanwhile, the one who is elected President can only be President; if he/she is a member of Congress and is then elected President, he/she must resign his/her seat in the House or Senate before taking office. So when the President leaves office, after either four or eight years, he/she doesn't have any political office whatsoever upon leaving.
So, as you can see, it isn't a rarity for an ex-PM to stay in Parliament. He/she just has to be re-elected to Parliament in order to do so. Completely different story with the President of the United States.