I have used the explanation that it is a fixed phrase with more of a meaning than "go to the shops" or "go to the park", in that it means you have returned, in the same way as "in hospital" has the additional meaning of "sick", whereas "I work in a hospital" has a normal use of an article because it is a normal, non-idiomatic meaning

Don't know if that is the right reason, but it seems to be memorable and leave the students happy at least

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