I think he first dumped them at Manorville area because he was worried about getting caught. Once he realized he was getting away with it, he began dropping them at Gilgo Beach, where he could look across the bay and see where they were. I think he liked that, kind of like a souvenir. Some SK's like to take photos, make drawings, re-visit dump sites so they can relive the sexual thrill of the murders. BTK did it. He re-enacted some things, kept personal possessions of his victims, etc. Ted Bundy used to re-visit the dump sites of some of his victims and "have sex". He talked about it before he died. Like BTK, confessing the details was another way to relive it.
Some also speculated that Rex could revisit his Gilgo Beach dump sites by pretending to be duck hunting, taking his boat over there.