You certainly don't need to go back to the airport rental car location ... there are other
loctions to rent from in Las Vegas. You may find car rental cheaper at the airport in Las Vegas, or you may find that it can be more expensive... it may depend on which company you rent from. Comparing Rates -- bottom-line totals -- is the only way to know for sure.
Although it's normally more expensive to rent at an airport location in general because of the additional airport rental car fees, many Las Vegas auto rental locations (off airport) are associated with a hotel or casino and there are usually "location surcharges" or "concession fees" added to the rates. Read more about Car Rental Taxes and Surcharges.
If you can find a location in Las Vegas that's not at a casino or resort, it will probably be less expensive than an airport car rental.
Your best bet to find out if car rental is cheaper at the airport, is to pick one or two companies and compare the same dates, times, car size, etc at the airport rental car location as well as an off-airport location. Make sure to compare total prices including all taxes and surcharges, not just the base rates.