There are indeed $24$ ways to return to $(0,0)$ if we move in all four directions, but we can also get there moving only north and south or only east and west. Each possibility gives us $\binom{4}{2}=6$ options. Hence there are $24+12=36$ ways to return to $(0,0)$ in $4$ moves. On the other hand there are $4^4$ possible movement sequences.
Final answer is hence $\frac{36}{4^4}=0.140625$