Why did the Ugly Duckling stay with the swains?

[LoneSoul]

Everyone had treated him badly in his life. The swains treated him better only because he had become beautiful; it was not that they were better persons than anyone else the duckling had met before that. If he hadn't become beautiful, they'd have treated him as jerks as well. 

[Hayley]

I don’t think the swans would have treated him badly, as they would have realised that he was a swan, even as a baby. The ducks etc. only thought he was ugly because they thought he was meant to be a duckling and therefore he didn’t look ‘right’ to them.

When he finds the swans and sees his own reflection, he realises that’s where he always belonged, which is why he stays.