The former Penrith Panthers star joined the Rhinos as part of the deal that saw full-back Zak Hardaker move to the NRL on loan.
He then signed a permanent contract after making a huge impact for the club during the Super League Qualifiers, as he helped them confirm their top-flight status.
Segeyaro signed a two-year deal but claims his future lies in Australia after returning home during the off-season, however the Rhinos are expecting him to return before the new year.
McDermott says everyone at the club feels disappointed after trying to help him get over his homesickness.
He told the Yorkshire Post: "We made a commitment to James and he made one to us so we’re expecting him to return.
"It’s very disappointing with some of the things he’s said about being here and staring at four walls, which almost leads people to believe he was brought here and shoved into a concrete room and said ‘away you go.’
"I feel bad for some of our staff, like (head of athletic performance) Jason Davidson and Chris Gibson, who spent an unbelievable amount of time looking after him, taking care of him."