Returning

[sirgog]

I think this could be because a returning thrower is considered a weapon whereas the stacks of non-returners are more like ammo.

This.

A returning thrower is a 'base weapon' in DDO, just as a khopesh is a 'base weapon'. The 'Returning' effect is intrinsically part of the weapon.

This is why if you looted a Holy Silver GEOB returning throwing dagger, you wouldn't be able to use it as a melee weapon.