Yes, moving back in with your parents after you've gone away to school-especially if you paid for your own apartment or studied abroad-sucks. You don't want them to see you as the kid they've known for eighteen years. You want to be treated with respect and seen as more of a friend or at least have them play more of a mentor role in your life. You're doing it because you have to, not because you necessarily want to, because you need a place while you look for jobs and save money to move out. You still want to be able to live the life you've been living for the last four years.
At the same time, I can understand the parents' point of view. They're not always trying to treat you like a kid. Rather, the whole staying out late/bringing people home may be more of a courtesy thing. If your parents have to be up early to go to work or are light sleepers, they may not want to hear someone rolling in at 2 AM. Bringing dates home may fly in the face of their morals (which they have a right to enforce in their own house) or may make them feel vulnerable (you're bringing home someone they don't know, who may steal their stuff for all they know). They may expect help with the chores or minor rent payments, as a sign of responsibility.
Neither side is perfect and that aspect of transition is a tough time. Don't make it harder by demanding your own way in the face of their feelings. It's their house. After legal adulthood/paying for school, they may feel they're doing you a kindness by letting you come home for a brief period. If you go in with that understanding, you can make your stay a pleasant one.