The Ringwraiths couldn't fly on their own or teleport. To get from point A (near Rivendell) to point B (Mordor) they had to travel every foot in between. In LotRLotR, they walk, ride horseback and ride flying mounts. With their horses gone, their only option was to get new transport or walk back to Mordor --— a very long way!
'You cannot destroy Ringwraiths like that,' said Gandalf. 'The power of their master is in them, and they stand or fall by him. We hope that they were all unhorsed and unmasked, and so made for a while less dangerous;
But getting horses would not be easy. To start with, they're in a wilderness with no towns, farmers or herders. But secondly, animals do not react well to the presence of the ringwraithsRingwraiths and it's not clear that a stolen horse would carry them without extensive training.
'Because they are real horses; just as the black robes are real robes that they wear to give shape to their nothingness when they have dealings with the living.’
‘Then why do these black horses endure such riders? All other animals are terrified when they draw near, even the elf-horse of Glorfindel..."
‘Because these horses are born and bred to the service of the Dark Lord in Mordor. Not all his servants and chattels are wraiths!'
So they were for a time out of the game --— much to the benefit of the Fellowship!
Note also that the Nine could not attack the Fellowship in Rivendell --— Elrond and elven lords like Glorfindel were far too powerful. Nor, even if they knew that the Fellowship would eventually set off, could they lurk around Rivendell waiting, since Elrond sent out scouts and the Nazgul clouldNazgûl could not hope to withstand a mounted posse including Gandalf, Elrond, Glorfindel and Aragorn.
But most of all, they had no reason to. Neither Sauron nor (as far as we are told) any of his minions guessed that they would seek to destroy the Ring. The "logical" decision would be to hunker down in Rivendell --— the strongest, best-defended point left in Middle-Earth --earth — and guard the Ring. Sauron needed that news more than anything.