Most controllers will issue some sort of restriction if there is any traffic in the vicinity.
Myself its usually a reply to a request to deviate:
"Deviations Left/Right approved, when clear of weather proceed direct FIXXA, advise direct"
This accomplishes a few things:
1.) It provides me with the security that he will not cross the opposite side of his track from which he was cleared.
2.) He/She will not turn 40 degrees back to re-intercept course, which could compromise separation if there was an aircraft running close behind
3.)By advising me direct, I know they are finished deviating and I now know I don't have to advise the next controller of any deviations, and I can now predict traffic based on their current track.
To answer the original question, yes please do advise the controller that you're now direct/back on course, I would strongly suggest that if you return to course, and 10 minutes later deviate again without informing the controller you can expect at the very least a verbal going over, correct or not its a professional courtesy.