Around version 10.0.28, MSFT added "Return Reason Code" when you create a return from an existing order through Call Center (Customer Service) and this doesn't apply to line levels. When you add a return reason code in the header of a created return, it asks if you want to apply to the lines. This functionality to add it at the initial return creation screen does not do that and doesn't add it to the lines. I suggest that it's automatically added to the lines or it's configurable to automatically add it to the lines.