When Transmigration Break and Madolche Chateau is on the field the madolche monsters that are sent to the graveyard will return to hand because Chateau is an effect that would APPLY itself (not activate) each time you would return to the deck. Transmigration Break would only remove the madolche monsters from play if they would actually go to the deck, so with Chateau, you can return them to your hand instead of them being removed from play.