McIlroy overturned a six-shot deficit in the final round of the Tour Championship at the end of August to become the first player to win the FedEx Cup three times and secure the first prize of 18million US dollars (£15.3million).
The four-time major winner also tops the DP World Tour rankings - formerly known as the Race to Dubai - by more than 300 points from the injured Will Zalatoris and is 414 ahead of US Open champion Matt Fitzpatrick.
"It's nice to be back," McIlroy said. "I haven't played here since 2019. Covid threw a spanner into the works in 2020 and even sort of into 2021 as well.
"Even though I won this tournament in May (2014), I've enjoyed it more in September. I think the golf course plays sort of a little better for me. It plays a little longer, I can hit a few more drivers.
"I'm on a little run here with Italy next week and the Dunhill a little bit after that. It's nice to get back on European soil and play a few."
McIlroy mistakenly thought no player had won the FedEx Cup and European money list in the same year before - Henrik Stenson did so in 2013 - but nevertheless is keen to achieve the feat.
"I've been close before and haven't quite gotten over the line, so that's something that I want to do," the 33-year-old added.
"I last won the Race to Dubai back in 2015. I haven't played as much in Europe as I did before that but I'm number one in the points list. I have a good chance so I want to try to make the most of it.
"I think it would be a really cool double to do."
Fitzpatrick has never missed the cut in six appearances at Wentworth and finished seventh in 2020, when he shared the halfway lead but struggled to a third round of 76.
The 28-year-old from Sheffield has since added significant length to his game and feels that will be an advantage on the 7,267-yard West Course.
"I know that the premium is on tee to green this week," Fitzpatrick said. "You have to hit your irons well, number one, and driver is second.
"If I can put myself in position off the tee, have less club in than I have had in previous years, that's obviously an advantage.
"Greens being soft also makes it a little easier. So it's going to be interesting to see how it plays out. I definitely don't feel like I played it this soft, maybe ever before."