Here's another example of the value of a return address, albeit an extreme example.
Earlier this year I was plundering my collection of vintage postcards (from the '80s) and disseminating them, rather than letting them grow older and unappreciated in my possession. I mailed a bunch out to various friends around the nation and the world, and now I have to wonder how many reached their destinations. For it happened that this one was torn apart, only half of it surviving--and how remarkable is it that my return address happened to remain intact?
It's rare that I'll include a return address on a postcard. There's so little space to say anything, unless you're very good at writing tiny (and you have a Slicci), that sometimes it's too much to even trim a return address label down. And I have plenty of return address labels: my car insurance company printed them out as gifts around Christmas each year, as did the Humane Society and other non-profits, I believe. But I was writing a friend and wanted to ensure she had my address, so I wrote it, and then the card was sundered. But because one of the pieces had my address on it, the post office bothered to put it in an envelope (with a completely unapologetic letter, suggesting I had somehow mispackaged a postcard, causing this minor disaster) and send it back to me.
Return addresses: they're good!