I just came back from Nepal with a new F1 visa, after i had received the TPS approval letter from USCIS before leaving. Neither the US embassy or the people at the port of entry asked me anything about it.

However, there are conflicting ideas in the online forums on what happens to your TPS after you leave the country. Some say you will lose your TPS while others say if you donot apply for EAD, you can keep it.

Perhaps you should call USCIS customer support using the phone number provided in the bottom on the following page.
https://www.uscis.gov/humanitarian/temporary-protected-status