So first off, I feel I should specify I am a beginner at Chinese. In my Chinese class, we were asked to write down a progressive question, using the 在...(呢) format. My question was, 你们没在去吗？ which I interpreted as, "aren't you going?". Another student asked a similar question, with the verb 回来. My teacher said that in Chinese, 去 and 回来 are not used with 在 to become progressive. Why are these verbs exceptions and what other verb have the same exception?
The answer is "habit".
Because we don't write or talk in that way.
For example, both 肥 and 胖 mean "fat".
We call a fat person as 胖子.
肥子 is not usual because we don't have the habit.
He is going to school.
We translate it into 他在去學校的途中.
We don't have the habit to say 他在去學校.
That fat guy is going to school.
??? 那肥子在去學校。 ???
Besides 去 and 來, 返, 歸, 往 and 到 are also included.
These verbs are used together with something like "on the way (途中／路上)" to express the progressive tense.
回 is acceptable. For instance,
Q: "他有沒有回電話？" (Did he call back?)
A: "他正在回。" (He is calling back.)
Because “去” is an achievement verb - it is instantaneous. English has tenses such as "going", but Chinese has no tenses in that respect. The lexical meaning of QU is more like "remove" than it is like the English "go". The action of "qu" is instantaneous, so you cannot make it progressive.
"Lai" is the same. It's instantaneous. 回來 modifies how the person is "lai", but the main verb is still "lai" and is instantaneous.
In your translation of "aren't you going?", a better way to say that would be "你們不是要去嗎“。Something like, "Aren't you going to go?"
I see some people have responded with talking about the locative "zai". These are different meaning of "zai". If you say 我在去北京的路上，it is saying "I am on the way to Beijing". The zai means you are literally ON the road. It is not the progressive zai, although the intended meaning is similar in that you're saying you're currently on the way.